On the minimax variance estimators of scale in time to failure models

Jae Won Lee; Georgy L. Shevlyakov

Bulletin of the
Korean Mathematical Society BKMS

ISSN(Print) 1015-8634 ISSN(Online) 2234-3016

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Bull. Korean Math. Soc. 2002; 39(1): 23-31

Printed March 1, 2002

On the minimax variance estimators of scale in time to failure models

Jae Won Lee and Georgy L. Shevlyakov

Kumoh National University of Technology, Technical University

Abstract

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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