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Optimised Shrinkage Testimator of reliability function in a failure-time model

Author

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  • Z.A. Al-Hemyari
  • Jabar A. Al-Dolami

Abstract

In this paper, we consider the exponential assumption of the distribution of failure, and we propose an optimised Shrinkage Testimator (ST) of reliability function (R(t)) using complete and censored data. The expressions for the bias, mean squared error and relative efficiency are derived and studied. Simulation, comparisons, and numerical results are reported.

Suggested Citation

  • Z.A. Al-Hemyari & Jabar A. Al-Dolami, 2012. "Optimised Shrinkage Testimator of reliability function in a failure-time model," International Journal of Mathematics in Operational Research, Inderscience Enterprises Ltd, vol. 4(6), pages 607-621.
  • Handle: RePEc:ids:ijmore:v:4:y:2012:i:6:p:607-621
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    Cited by:

    1. ZA Al-Hemyari & JA Al-Dolami, 2014. "Two modified estimators of reliability function with exponential failure model based on prior information and time-censored data," Journal of Risk and Reliability, , vol. 228(6), pages 578-589, December.

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