bounds for the mean square error of reliability estimation from gamma distribution in presence of an outlier observation
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ID: 130087
1989
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Abstract
In this paper we discuss the behavlor of the statistic R^(t)
, the uniformly
minimum variance unbiased (UMVU) estimate for the reliability of gamma distribution
with unknown scale parameter σ when an outlier observation is present. Given the
outlier effect on σ, we determine bounds for the mean and mean square error (MSE) of
R(t). A semi-Bayesian approach is discussed when the outlier effect on σ
is treated
as a random variable having a prior distribution of beta type. Results of the
exponential distribution (Sinha [1]) are given as particular cases of our results.
| Reference Key |
ghitany1989internationalbounds
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|---|---|
| Authors | ;M. E. Ghitany;W. H. Laverty |
| Journal | structural engineering and mechanics |
| Year | 1989 |
| DOI |
10.1155/S0161171289000980
|
| URL | |
| Keywords |
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