Robust and efficient reliability estimation for exponential distribution
In modeling reliability data, the exponential distribution is commonly used due to its simplicity. For estimating the parameter of the exponential distribution, classical estimators including maximum likelihood estimator represent the most commonly used method and are well known to be efficient. How...
| Main Authors: | , , |
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| Format: | Article |
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Tech Science Press
2021
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| Online Access: | http://psasir.upm.edu.my/id/eprint/94985/ |
| _version_ | 1848862045475176448 |
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| author | Mohd Safari, Muhammad Aslam Masseran, Nurulkamal Abdul Majid, Muhammad Hilmi |
| author_facet | Mohd Safari, Muhammad Aslam Masseran, Nurulkamal Abdul Majid, Muhammad Hilmi |
| author_sort | Mohd Safari, Muhammad Aslam |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | In modeling reliability data, the exponential distribution is commonly used due to its simplicity. For estimating the parameter of the exponential distribution, classical estimators including maximum likelihood estimator represent the most commonly used method and are well known to be efficient. However, the maximum likelihood estimator is highly sensitive in the presence of contamination or outliers. In this study, a robust and efficient estimator of the exponential distribution parameter was proposed based on the probability integral transform statistic. To examine the robustness of this new estimator, asymptotic variance, breakdown point, and gross error sensitivity were derived. This new estimator offers reasonable protection against outliers besides being simple to compute. Furthermore, a simulation study was conducted to compare the performance of this new estimator with the maximum likelihood estimator, weighted likelihood estimator, and M-scale estimator in the presence of outliers. Finally, a statistical analysis of three reliability data sets was conducted to demonstrate the performance of the proposed estimator. |
| first_indexed | 2025-11-15T13:10:47Z |
| format | Article |
| id | upm-94985 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-15T13:10:47Z |
| publishDate | 2021 |
| publisher | Tech Science Press |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-949852023-01-09T02:09:42Z http://psasir.upm.edu.my/id/eprint/94985/ Robust and efficient reliability estimation for exponential distribution Mohd Safari, Muhammad Aslam Masseran, Nurulkamal Abdul Majid, Muhammad Hilmi In modeling reliability data, the exponential distribution is commonly used due to its simplicity. For estimating the parameter of the exponential distribution, classical estimators including maximum likelihood estimator represent the most commonly used method and are well known to be efficient. However, the maximum likelihood estimator is highly sensitive in the presence of contamination or outliers. In this study, a robust and efficient estimator of the exponential distribution parameter was proposed based on the probability integral transform statistic. To examine the robustness of this new estimator, asymptotic variance, breakdown point, and gross error sensitivity were derived. This new estimator offers reasonable protection against outliers besides being simple to compute. Furthermore, a simulation study was conducted to compare the performance of this new estimator with the maximum likelihood estimator, weighted likelihood estimator, and M-scale estimator in the presence of outliers. Finally, a statistical analysis of three reliability data sets was conducted to demonstrate the performance of the proposed estimator. Tech Science Press 2021 Article PeerReviewed Mohd Safari, Muhammad Aslam and Masseran, Nurulkamal and Abdul Majid, Muhammad Hilmi (2021) Robust and efficient reliability estimation for exponential distribution. CMC-Computers Materials & Continua, 69 (2). 2807 - 2824. ISSN 1546-2218; ESSN: 1546-2226 https://www.techscience.com/cmc/v69n2/43913 10.32604/cmc.2021.018815 |
| spellingShingle | Mohd Safari, Muhammad Aslam Masseran, Nurulkamal Abdul Majid, Muhammad Hilmi Robust and efficient reliability estimation for exponential distribution |
| title | Robust and efficient reliability estimation for exponential distribution |
| title_full | Robust and efficient reliability estimation for exponential distribution |
| title_fullStr | Robust and efficient reliability estimation for exponential distribution |
| title_full_unstemmed | Robust and efficient reliability estimation for exponential distribution |
| title_short | Robust and efficient reliability estimation for exponential distribution |
| title_sort | robust and efficient reliability estimation for exponential distribution |
| url | http://psasir.upm.edu.my/id/eprint/94985/ http://psasir.upm.edu.my/id/eprint/94985/ http://psasir.upm.edu.my/id/eprint/94985/ |