On Estimation of Reliability for the Birnbaum-Saunders Fatigue Life Model.

Abstract

The Birnbaum-Saunders fatigue life distribution with shape parameter alpha and scale parameter beta is considered. The scale parameter beta is also the median lifetime, and assuming that beta is known, Bayes estimators of the reliability function are obtained for a family of proper conjugate priors as well as for Jeffreys' vague prior for alpha. When both alpha and beta are unknown, a modified Bayes estimator R* sub B(t) of the reliability is proposed using a moment estimator of beta. In addition to being computationally simpler than the maximum likelihood estimator (mle) of reliability, Monte Carlo simulations for small samples show that R* sub B(t) is better than the method of moments estimator for all alpha and as good as the mle for small alpha in the sense of mean squared errors.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1980
Accession Number
ADA089926

Entities

People

  • William J. Padgett

Organizations

  • University of South Carolina

Tags

DTIC Thesaurus Topics

  • Air Force
  • Data Science
  • Estimators
  • Fatigue Life
  • Information Science
  • Mathematical Analysis
  • Mathematics
  • Method Of Moments
  • Monte Carlo Method
  • Random Variables
  • Reliability
  • Simulations
  • South Carolina
  • Square Roots
  • Statistical Algorithms
  • Statistical Analysis
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Analytical Mechanics
  • Statistical inference.