Estimation and Testing Procedures for the Reliability Functions of One Parameter Generalized Exponential Distribution(GED)

Authors

  • Sumit Koul Department of Mathematics and Scientific Computing, NIT Hamirpur, Hamirpur, Himachal Pradesh, India
  • Ajit Chaturvedi Department of Statistics, University of Delhi, Delhi, India

Keywords:

Generalized exponential distribution, point-estimation, interval-estimation, censoring methods, testing of hypothesis

Abstract

This paper has considered the estimation and testing of two reliability function e.g. gif.latex?R(t)=P(X>t) and  gif.latex?P=P(X>Y) for one parameter generalized exponential distribution(GED). Uniformly minimum variance unbiased estimators (UMVUES) and maximum likelihood estimators (MLES)techniques are used to estimate the two reliability function under Type II and Type I censoring scheme in point estimation. Asymptotic confidence interval for the parameter gif.latex?\theta, based on maximum likelihood estimators (MLES),with dispersion matrix is constructed. A hypothesis testing procedure has been obtained for two parametric functions. Lastly, the simulation study of two reliability procedures has been done and for the illustrative purposes real life data analysis is made.

References

Andrews DF, Herzberg AM. Data: A Collection of Problems from Mamy Field for the Student and

Research Worker. New York: Springer; 1985.

Awad AM, Gharraf MK. Estimation of P(Y< X) in the Burr case: a comparative study. Commun

Stat Simulat. 1986; 15(2): 389-403.

Baklizi A. Likelihood and Bayesian estimation of P(X

generalized exponential distribution. Comput Stat Data Ana. 2008; 52(7): 3468-3473.

Bartholomew DJ. A problem in life testing. J Am Stat Assoc. 1957; 52(2): 350-355.

Bartholomew DJ. The sampling distribution of an estimate arising in life testing. Technometrics.

; 5(3): 361-374.

Barlow, RE, Toland, RH, Freeman, T. A Bayesian analysis of stress-rupture life of Kevlar 49/epoxy

spherical pressure vessels. In: Proceedings of the 5th Canadian Conference in Applied Statistics;

Marcel Dekker: New York, NY, USA; 1984.

Basu AP. Estimates of reliability for some distributions useful in life testing. Technometrics. 1964;

(2): 215-219.

Bilodeau GG, Thie PR, Keough GE. An introduction to analysis. UK: Jones & Bartlett Learning

International; 2010.

Chao A. On comparing estimators of Pr(X>Y) in the exponential case. IEEE Trans Reliab. 1982;

(4): 389-392.

Chaturvedi A, Rani U. Estimation procedures for a family of density functions representing various

life-testing models. Metrika. 1997; 46: 213-219.

Chaturvedi A, Rani U. Classical and Bayesian reliability estimation of the generalized Maxwell failure distribution. J Stat Res. 1998; 32: 113-120.

Chaturvedi A, Tiwari N, Tomer SK. Robustness of the sequential testing procedures for the generalized life distributions. Braz J Probab Stat. 2002; 16(1): 7-24.

Chaturvedi A, Tomer SK. Classical and Bayesian reliability estimation of the negative binomial distribution. J Appl Stat Sci. 2002; 11(1): 33-43.

Chaturvedi A, Tomer SK. UMVU Estimation of the reliability function of the generalized life distributions. Statl Pap. 2002; 44(3): 301-313.

Chaturvedi A, Pathak A, Kumar N. Statistical inferences for the reliability functions in the proportional hazard rate models based on progressive type-II right censoring. J Stat Comput Sim. 2019;

(12): 2187-2217.

Gupta RD, Kundu D. Theory and methods: generalized exponential distributions. Aust NZ J Stat.

; 41(2): 173-188.

Johnson N. Letter to the editor. Technometrics. 1975; 17: 393-397.

Johnson NL, Kotz S. Continuous Univariate Distributions-I. New York: John Wiley and Sons; 1970.

Kaushik A, Pandey A, Maurya SK, Singh U, Singh SK. Estimations of the parameters of generalised exponential distribution under progressive interval type-I censoring scheme with random

removals. Aust J Stat. 2017; 46(2): 33-47.

Kelley GD, Kelley JA, Schucany W. Efficient estimation of P(Y < X) in the exponential case.

Technometrics. 1976; 18(3): 359-360.

Kundu D, Pradhan B. Estimating the parameters of the generalized exponential distribution in presence of hybrid censoring. Commun Stat Theory. 2009; 38(12): 2030-2041.

Kundu D, Gupta RD. Absolute continuous bi-variate generalized exponential distribution. AStA Adv

Stat Anal. 2011; 95: 169-185.

Lehmann EL. Testing statistical hypotheses. New York: John Wiley and Sons; 1959.

Mitra S, Kundu D. Analysis of left censored data from the generalized exponential distribution. J Stat

Comput Sim. 2008; 78(7): 669-679.

Nichols MD, Padgett WJ. A Bootstrap control chart for Weibull percentiles. Qual Reliab Eng Int.

; 22(2): 141-151.

Patel JK, Kapadia CH, Owen DB. Handbook of Statistical Distributions. New York: Marcel Dekker; 1976.

Pugh E. The best estimate of reliability in the exponential case. Oper Res. 1963; 11(1): 57-61.

Ramos PL, Louzada F. Comments on The exponentiated inverted Weibull distribution. Appl Math Inform Sci. 2016; 10(5): 1641-1643.

Raqab MM, Ahsanullah M. Estimation of the location and scale parameters of generalized exponential distribution based on order statistics. J Stat Comput Sim. 2001; 69(2): 109-123.

Rohtagi VK. An Introduction to Probability Theory and Mathematical Statistics. New York: John

Wiley and Sons; 1976.

Rohtagi VK, Saleh A. An Introduction to Probability Theory and Mathematical Statistics. New York: John Wiley and Sons; 2012.

Sathe YS, Shah SP. On estimation P(Y>X) for the exponential distribution. Commun Stat Theory. 1981; 10(1): 39-47.

Sarhan AM. Analysis of in complete censored data in competing risks models with generalized exponential distributions. IEEE Trans Reliab. 2007; 56(1): 132-138.

Sinha SK. Reliability and Life Testing. New Delhi: Wiley Eastern; 1968.

Tong H. A Note on the estimation of Pr(Y

Tong H. Letter to the editor. Technometrics. 1975; 17(3): 393-398.

Tyagi RK, Bhattacharya SK. A note on the MVU estimation of reliability for the Maxwell failure distribution. Estadistica. 1989a; 41(137): 73-79.

Tyagi RK, Bhattacharya SK. Bayes Estimator of the Maxwells velocity distribution function. Statistica. 1989b; 49(4): 563-567.

Downloads

Published

2023-03-29

How to Cite

Koul, S. ., & Chaturvedi, A. . (2023). Estimation and Testing Procedures for the Reliability Functions of One Parameter Generalized Exponential Distribution(GED). Thailand Statistician, 21(2), 268–290. Retrieved from https://ph02.tci-thaijo.org/index.php/thaistat/article/view/249000

Issue

Section

Articles