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Unbiased estimation of reliability function from a mixture of two exponential distributions based on a single observation

Author

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  • Nie, Keyu
  • Sinha, Bikas K.
  • Hedayat, A.S.

Abstract

In this paper we investigate an aspect of unbiased estimation of the reliability function, based on a single observation from a mixture of two exponential distributions with known mixing proportions. We introduce a few equivalent versions of unbiased estimators, and find that they give proper estimates only if negative weights on component mixture distributions are allowed.

Suggested Citation

  • Nie, Keyu & Sinha, Bikas K. & Hedayat, A.S., 2017. "Unbiased estimation of reliability function from a mixture of two exponential distributions based on a single observation," Statistics & Probability Letters, Elsevier, vol. 127(C), pages 7-13.
    • Handle: RePEc:eee:stapro:v:127:y:2017:i:c:p:7-13
    DOI: 10.1016/j.spl.2017.03.026
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    References listed on IDEAS

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    1. Jevremovic, Vesna, 1991. "A note on mixed exponential distribution with negative weights," Statistics & Probability Letters, Elsevier, vol. 11(3), pages 259-265, March.
    2. Edward L. Pugh, 1963. "The Best Estimate of Reliability in the Exponential Case," Operations Research, INFORMS, vol. 11(1), pages 57-61, February.
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