On a Generalization of the Positive Exponential Family of Distributions and the Estimation of Reliability Characteristics

Abstract

A generalization of positive exponential family of distributions developed by Liang (2008) is taken into consideration. Its properties are studied. Two measures of reliability are discussed. Uniformly minimum variance unbiased estimators (UMVUES), maximum likelihood estimators (MLES) and method of moment estimators (MMES) are developed for the reliability functions. The performances of three types of estimators are compared through Monte Carlo simulation. Real life data sets are also analyzed.