Inference on Two-parameter Proportional Reverse Hazards Family
In this paper, estimation of the parameters of a family of two-parameter lifetime distributions, which is called proportional reverse hazards family, is studied. This family includes the generalized exponential and the generalized logistic distributions. A new type of parameter estimation, named inverse estimation, is introduced for both parameters. Exact confidence intervals for a particular one of the parameters are explored; inference for this parameter can be accomplished by our methodology independently of the unknown value of the other parameter in this family of distributions. Derivation of the estimation method uses properties of order statistics. A simulation study in the particular context of the generalized exponential distribution compares inverse estimators favorably with maximum likelihood estimators.
proportional reverse hazard distribution confidence interval generalized exponential distribution inverse estimator
BINGXING WANG KEMING YU
School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou, 310018, P.R. China Brunei University, UK
国际会议
北京
英文
144-151
2011-06-20（万方平台首次上网日期，不代表论文的发表时间）