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Estimation of system reliability for exponential distributions based on L ranked set sampling

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  • Xiaofang Dong
  • Liangyong Zhang

Abstract

In the case where strength and stress both follow exponential distributions, this paper considers the maximum likelihood estimator (MLE) of the system reliability based on L ranked set sampling (LRSS). The proposed MLE is shown to have existence, uniqueness and asymptotic normality, and its asymptotic variance is obtained by the Fisher information matrix of LRSS. The values of asymptotic relative efficiencies show that the proposed MLE is always more efficient than the MLE using simple random sampling (SRS). However, the MLE using LRSS cannot be written in closed form. Therefore, the modified MLE is proposed using the technique replaced some terms in the maximum likelihood equations by their expectations. The newly modified MLE using LRSS is shown to be superior to the MLE using SRS. Finally, the proposed method is applied to a real data set on metastatic renal carcinoma study.

Suggested Citation

  • Xiaofang Dong & Liangyong Zhang, 2020. "Estimation of system reliability for exponential distributions based on L ranked set sampling," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 49(15), pages 3650-3662, August.
    • Handle: RePEc:taf:lstaxx:v:49:y:2020:i:15:p:3650-3662
    DOI: 10.1080/03610926.2019.1691735
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