Estimation of Expected Life in the Presence of an Outlier Observation |
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Authors: | B. K. Kale S. K. Sinha |
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Affiliation: | Department of Statistics , University of Manitoba , Winnipeg , Canada |
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Abstract: | Consider a life testing experiment consisting of n items, (n – 1) of which have the same expected life while one of them could have a much longer expected life. The standard estimators based on a homogeneous model if used in such a case, would tend to overestimate and result in a large mean squared error (MSE). The present paper considers (n – 1) items having p.d.f. given by l/σ exp (–x/σ) while the remaining one has p.d.f. α/σ exp (–xα/σ), 0 < < 1. We consider estimators of c by linear combinations of the first few order statistics. An optimal estimator is suggested and its MSE is compared with that of the standard estimators. The cases of n = 3 and 4 are explicitly evaluated. |
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