On the minimax variance estimators of scale in time to failure models
Bull. Korean Math. Soc. 2002 Vol. 39, No. 1, 23-31
Published online March 1, 2002
Jae Won Lee and Georgy L. Shevlyakov
Kumoh National University of Technology, Technical University
Abstract : A scale parameter is the principal parameter to be estimated, since it corresponds to one of the main reliability characteristics, namely the average time to failure. To provide robustness of scale estimators to gross errors in the data, we apply the Huber minimax approach in time to failure models of the statistical reliability theory. The minimax variance estimator of scale is obtained in the important particular case of the exponential distribution.
Keywords : minimax approach, robustness, scale parameter, reliability
MSC numbers : 2F35, 62E10
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