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The Best Estimate of Reliability in the Exponential Case

Author

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  • Edward L. Pugh

    (System Development Corporation, Santa Monica, California)

Abstract

The commonly used estimate of reliability in the exponential case, i.e., the maximum likelihood estimate, is shown to exert a strong negative effect on reliability calculations because of its bias. A minimum variance unbiased estimate is then derived using a theorem of Blackwell and Rao.

Suggested Citation

  • Edward L. Pugh, 1963. "The Best Estimate of Reliability in the Exponential Case," Operations Research, INFORMS, vol. 11(1), pages 57-61, February.
    • Handle: RePEc:inm:oropre:v:11:y:1963:i:1:p:57-61
    DOI: 10.1287/opre.11.1.57
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    Cited by:

    1. Bar-Lev, S.K. & van der Duyn Schouten, F.A., 2007. "Applications of likelihood-based methods for the reliability parameter of the location and scale exponential distribution," Other publications TiSEM b293619b-7d06-46a0-b4e4-b, Tilburg University, School of Economics and Management.
    2. Nie, Keyu & Sinha, Bikas K. & Hedayat, A.S., 2017. "Unbiased estimation of reliability function from a mixture of two exponential distributions based on a single observation," Statistics & Probability Letters, Elsevier, vol. 127(C), pages 7-13.
    3. Ajit Chaturvedi & Ananya Malhotra, 2017. "Estimation and testing procedures for the reliability functions of a family of lifetime distributions based on records," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 8(2), pages 836-848, November.
    4. Ajit Chaturvedi & Sanjeev Tomer, 2003. "UMVU estimation of the reliability function of the generalized life distributions," Statistical Papers, Springer, vol. 44(3), pages 301-313, July.

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