Estimation of parameters of inverse Weibull distribution and application to multi-component stress-strength model
© 2020 Informa UK Limited, trading as Taylor & Francis Group.
| Veröffentlicht in: | Journal of applied statistics. - 1991. - 49(2022), 1 vom: 17., Seite 169-194 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
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2022
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| Zugriff auf das übergeordnete Werk: | Journal of applied statistics |
| Schlagworte: | Journal Article 62F10 62F30 62N05 Bayes estimators Maximum likelihood estimators Monte Carlo simulations UMVUE equivariant estimator ordered scale parameters |
| Zusammenfassung: | © 2020 Informa UK Limited, trading as Taylor & Francis Group. The problem of estimation of the parameters of two-parameter inverse Weibull distributions has been considered. We establish existence and uniqueness of the maximum likelihood estimators of the scale and shape parameters. We derive Bayes estimators of the parameters under the entropy loss function. Hierarchical Bayes estimator, equivariant estimator and a class of minimax estimators are derived when shape parameter is known. Ordered Bayes estimators using information about second population are also derived. We investigate the reliability of multi-component stress-strength model using classical and Bayesian approaches. Risk comparison of the classical and Bayes estimators is done using Monte Carlo simulations. Applications of the proposed estimators are shown using real data sets |
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| Beschreibung: | Date Revised 16.06.2022 published: Electronic-eCollection Citation Status PubMed-not-MEDLINE |
| ISSN: | 0266-4763 |
| DOI: | 10.1080/02664763.2020.1803815 |