Method-of-moments estimators of a scale parameter based on samples from a coherent system

IF 0.7 3区工程技术 Q4 ENGINEERING, INDUSTRIAL

Probability in the Engineering and Informational Sciences Pub Date : 2023-02-16 DOI:10.1017/s0269964823000037

C. Macci, J. Navarro

引用次数: 0

Abstract

In this paper, we study the estimation of a scale parameter from a sample of lifetimes of coherent systems with a fixed structure. We assume that the components are independent and identically distributed having a common distribution which belongs to a scale parameter family. Some results are obtained as well for dependent (exchangeable) components. To this end, we will use the representations for the distribution function of a coherent system based on signatures. We prove that the efficiency of the estimators depends on the structure of the system and on the scale parameter family. In the dependence case, it also depends on the baseline copula function.

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基于相干系统样本的尺度参数矩量估计方法

本文研究了固定结构相干系统寿命的尺度参数估计问题。我们假设这些分量是独立的、同分布的，它们有一个共同的分布，这个分布属于一个尺度参数族。对于依赖的(可交换的)组件也得到了一些结果。为此，我们将使用基于签名的相干系统分布函数的表示。我们证明了估计器的效率取决于系统的结构和尺度参数族。在依赖情况下，它还依赖于基线联结函数。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Probability in the Engineering and Informational Sciences 数学-工程：工业

CiteScore

2.20

自引率

18.20%

发文量

审稿时长

>12 weeks

期刊介绍： The primary focus of the journal is on stochastic modelling in the physical and engineering sciences, with particular emphasis on queueing theory, reliability theory, inventory theory, simulation, mathematical finance and probabilistic networks and graphs. Papers on analytic properties and related disciplines are also considered, as well as more general papers on applied and computational probability, if appropriate. Readers include academics working in statistics, operations research, computer science, engineering, management science and physical sciences as well as industrial practitioners engaged in telecommunications, computer science, financial engineering, operations research and management science.