Robust Estimators and Test Statistics for One-Shot Device Testing Under the Exponential Distribution

DOI10.1109/TIT.2019.2903244MaRDI QIDQ5223987zbMATHOpenAlexWikidataFDO

Authors Elena Castilla, N. Martín, Narayanaswamy Balakrishnan, Leandro Pardo

Publication date 19 July 2019

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1704.07865

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Reliability and life testing (62N05) Robustness and adaptive procedures (parametric inference) (62F35)

Abstract: This paper develops a new family of estimators, the minimum density power divergence estimators (MDPDEs), for the parameters of the one-shot device model as well as a new family of test statistics, Z-type test statistics based on MDPDEs, for testing the corresponding model parameters. The family of MDPDEs contains as a particular case the maximum likelihood estimator (MLE) considered in Balakrishnan and Ling (2012). Through a simulation study, it is shown that some MDPDEs have a better behavior than the MLE in relation to robustness. At the same time, it can be seen that some Z-type tests based on MDPDEs have a better behavior than the classical Z-test statistic also in terms of robustness.

Cited in

(6)

• On the choice of the optimal tuning parameter in robust one-shot device testing analysis
• Power divergence approach for one-shot device testing under competing risks
• Robust estimators for one-shot device testing data under gamma lifetime model with an application to a tumor toxicological data
• Robust Wald-type tests based on minimum Rényi pseudodistance estimators for the multiple linear regression model
• An adjusted Grubbs' and generalized extreme studentized deviation
• Testing linear hypotheses in logistic regression analysis with complex sample survey data based on phi-divergence measures

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