A note on stochastic ordering of estimators of exponential reliability

2011/08/10 by Piotr Nowak, Nowak, Piotr
Mathematics · #FOS: Mathematics #Statistics Theory (math.ST) #math.ST #stat.TH

paper · pdf · doi:10.48550/arxiv.1108.2232

accepted for publication in Applicationes Mathematicae

arxiv created 2011/10/26 · arxiv updated 2011/10/27

Abstract

Recently Balakrishnan and Iliopoulos [Ann. Inst. Statist. Math. 61 (2009)] gave sufficient conditions under which maximum likelihood estimator (MLE) is stochastically increasing. In this paper we study test plans which are not considered there and we prove that MLEs for those plans are also stochastic ordered. We also give some applications to the estimation of reliability.

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