Article ID Journal Published Year Pages File Type
5129679 Statistics & Probability Letters 2017 7 Pages PDF
Abstract

In this paper we investigate an aspect of unbiased estimation of the reliability function, based on a single observation from a mixture of two exponential distributions with known mixing proportions. We introduce a few equivalent versions of unbiased estimators, and find that they give proper estimates only if negative weights on component mixture distributions are allowed.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability