Effect of a new selection procedure on adaptive estimation |
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Authors: | M. Pandey J. Ferdous Md. Borhan Uddin |
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Affiliation: | 1. Department of Zoology , Banaras Hindu University , Varanasi, 221 005;2. Department of Statistics , Banaras Hindu University , Varanasi, 231 005 |
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Abstract: | Adaptive estimation of parameters of some failure time distributionsis considered. A new procedure named the F-procedure has beendeveloped for selecting an appropriate model out of two possible models by Pandey et.al. (1991). Applying this F-procedure adaptive estimatorsof parameters of exponential, Wei bull, inverse Gaussian (IG) and Wald failure time distributions have been proposed in this paper. Comparison of these estimators has been undertaken with MLE's of the respective parameters and with some previous adaptiveestimators by simulation of samples using the Monte Carlo method.Adaptive estimation of parameters of some failure time distributions is considered. A new procedure named the F-procedure has been developedfor selecting an appropriate model out of two possible models by Pandey et.al. (1991). Applying this F-procedure adaptive estimators of parameters of exponential, Wei bull, inverse Gaussian (IG) and Wald failure time distributions have been proposed in this paper. Comparison of these estimators has been undertaken with MLE's of the respective parameters and with some previous adaptive estimators by simulation of samples using the Monte Carlo method. |
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Keywords: | Life test Weibull distribution Weibull shape-parameter Exponential distribution inverse Gaussian & Wald distribution F-procedure PCS Adaptive estimators Simulation |
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