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Reliability Estimation in Life Testing in the Presence of an Outlier Observation

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  • S. K. Sinha

    (University of Manitoba, Winnipeg, Manitoba, Canada)

Abstract

The behavior of R̂ t , the uniformly minimum variance unbiased estimator (umvne) of the reliability function for the one-parameter exponential family, is discussed when an outlier observation is present. Bounds of E ( R̂ t ∣α) and MSE( R̂ t ∣α) have been obtained and a new estimator R t * is proposed, where α reflects the “outlier effect on the scale” parameter. A “semi-Bayesian” approach is discussed when α is treated as a random variable with a Beta-type prior. A similar solution, when δ reflects the “outlier effect of the location” has been obtained.

Suggested Citation

  • S. K. Sinha, 1972. "Reliability Estimation in Life Testing in the Presence of an Outlier Observation," Operations Research, INFORMS, vol. 20(4), pages 888-894, August.
    • Handle: RePEc:inm:oropre:v:20:y:1972:i:4:p:888-894
    DOI: 10.1287/opre.20.4.888
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