Preliminary Test Estimators and Confidence Intervals for the Parametric Functions of the Moore and Bilikam Family of Lifetime Distributions Based on Records

  • Ajit Chaturvedi University of Delhi
  • Suk-Bok Kang Yeungnam University
  • Ananya Malhotra University of Delhi

Abstract

We consider two measures of reliability functions namely R(t)=P(X>t) and P=P(X>Y) for the Moore and Bilikam (1978) family of lifetime distributions which covers fourteen distributions as specific cases. For record data from this family of distributions, preliminary test estimators (PTEs) and preliminary test confidence interval (PTCI) based on uniformly minimum variance unbiased estimator (UMVUE), maximum likelihood estimator (MLE), empirical Bayes estimator (EBE) are obtained for the parameter. The bias and mean square error (MSE) (exact and asymptotic) of the proposed estimators are derived to study their relative efficiency and through simulation studies we establish that PTEs perform better than ordinary UMVUE, MLE and EBE. We also obtain the coverage probability (CP) and the expected length of the PTCI of the parameter and establish that the confidence intervals based on MLE are more precise. An application of the ordinary preliminary test estimator is also considered. To the best of the knowledge of the authors, no PTEs have been derived for R(t) and P based on records and thus we define improved PTEs based on MLE and UMVUE of R(t) and P. A comparative study of different methods of estimation done through simulations establishes that PTEs perform better than ordinary UMVUE and MLE.

Published
2019-07-25
How to Cite
Chaturvedi, A., Kang, S.-B., & Malhotra, A. (2019). Preliminary Test Estimators and Confidence Intervals for the Parametric Functions of the Moore and Bilikam Family of Lifetime Distributions Based on Records. Austrian Journal of Statistics, 48(4), 58-89. https://doi.org/10.17713/ajs.v48i4.844