A note on stochastic ordering of estimators of exponential reliability

DOI10.4064/AM38-4-7MaRDI QIDQ3091055zbMATH OpenOpenAlexFDO

Authors

Publication date 8 September 2011

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1108.2232

zbMATH Keywords

censored samplescouplingexponential distributionstochastic monotonicity

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Point estimation (62F10) Reliability and life testing (62N05)

Abstract: Recently Balakrishnan and Iliopoulos [Ann. Inst. Statist. Math. 61 (2009)] gave sufficient conditions under which maximum likelihood estimator (MLE) is stochastically increasing. In this paper we study test plans which are not considered there and we prove that MLEs for those plans are also stochastic ordered. We also give some applications to the estimation of reliability.

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Cited in

(11)

• MLE are stochastically increasing if likelihoods are unimodal
• On estimating the reliability after sequentially estimating the mean: The exponential case
• Stochastic order and MLE of the mean of the exponential distribution
• Stochastic monotonicity of MLEs of the mean for exponentially distributed lifetimes under hybrid censoring
• The MLE of the mean of the exponential distribution based on grouped data is stochastically increasing
• On some reliability measures and their stochastic orderings for the Topp–Leone distribution
• Order preserving property of moment estimators
• Robustness of order reliability models with applications to order ageing
• Estimation of reliability under ordered restriction on the parameters
• Order-preserving property of maximum likelihood estimator
• Stochastic monotonicity of the MLEs of parameters in exponential simple step-stress models under type-I and type-II censoring

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