SOME RELIABILITY ESTIMATES FOR GENERALIZED EXPONENTIAL DISTRIBUTION WITH PRESENCE OF k-OUTLIERS

* This paper studies the problem of parameters estimation for the two-parameter generalized exponential distribution in presence of outliers to estimate the reliability (R) as a measure of system performance. The maximum likelihood and Bayes estimators of R are obtained when the scale parameter [lam...

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Bibliographic Details
Published inRevstat Vol. 20; no. 1; p. 1
Main Authors Mahmoudi, Seyed Mahdi, Zarei, Reza
Format Journal Article
LanguageEnglish
Published Instituto Nacional de Estatistica 01.01.2022
Instituto Nacional de Estatística | Statistics Portugal
Subjects
Analysis
Bayes estimator
Bootstrap method
generalized exponential distribution
maximum likelihood estimator
Monte Carlo method
Monte Carlo simulation
Outliers
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ISSN1645-6726
2183-0371
DOI10.57805/revstat.v20i1.358

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Summary:* This paper studies the problem of parameters estimation for the two-parameter generalized exponential distribution in presence of outliers to estimate the reliability (R) as a measure of system performance. The maximum likelihood and Bayes estimators of R are obtained when the scale parameter [lambda] is known and unknown. Monte Carlo simulations and bootstrap approach are performed to compare the different proposed methods. Keywords: * Bayes estimator; bootstrap method; generalized exponential distribution; maximum likelihood estimator; Monte Carlo simulation; outliers. AMS Subject Classification: * 49A05, 78B26.
ISSN:1645-6726
2183-0371
DOI:10.57805/revstat.v20i1.358