Unbiased estimation of reliability function from a mixture of two exponential distributions based on a single observation
Statistics & Probability Letters(2017)
摘要
In this paper we investigate an aspect of unbiased estimation of the reliability function, based on a single observation from a mixture of two exponential distributions with known mixing proportions. We introduce a few equivalent versions of unbiased estimators, and find that they give proper estimates only if negative weights on component mixture distributions are allowed.
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关键词
Mixture exponential distributions,Proper mixture,Reliability function,Unbiased estimation,Negative weights
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