The Concept of Maximum Reliability Selection of Unknown Distribution.

Abstract

The classical method of estimating an unknown parameter of a given distribution function by means of a unique function of the observations has been replaced by a procedure which consists in deciding between several possible values of the parameter by use of a test statistic, called the selector. Its merit is appraised by use of a new concept, the reliability of the selector, which is equal to the probability of selecting the true value of the parameter. It has been proved that the maximum likelihood estimation method possesses maximum reliability. Pertinent formulas have been developed and applied to the Weibull distribution. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1977
Accession Number
ADA055630

Entities

People

  • Waloddi Weibull

Tags

Communities of Interest

  • Air Platforms
  • C4I
  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Aeronautical Laboratories
  • Air Force
  • Air Force Facilities
  • Computer Programs
  • Contracts
  • Distribution Functions
  • Government Procurement
  • Governments
  • Hypotheses
  • Materials Laboratories
  • Maximum Likelihood Estimation
  • Observation
  • Order Statistics
  • Probability
  • Random Variables
  • Reliability
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Psychometric Testing or Psychological Assessment.
  • Statistical inference.