Document Type
Report
Source Publication Title
Technical Report 64
Abstract
When comparing two point estimators of some parametric function, Pitman-closeness efficiency gives the "odds" in favor of one of the estimators being closer to the true value than is the other in a given situation. Through this measure of efficiency, we compare (i) the maximum likelihood estimator, (ii) the minimum variance unbiased estimator, (iii) the best invariant estimator, and (iv) the median unbiased estimator of the mean time to failure in a two-parameter exponential failure model. Mean squared efficiency is also discussed.
Disciplines
Mathematics | Physical Sciences and Mathematics
Publication Date
5-1-1977
Language
English
License
This work is licensed under a Creative Commons Attribution-NonCommercial-Share Alike 4.0 International License.
Recommended Citation
Dyer, Danny D., "Efficiency in Estimation of Mean Time to Failure in a Two-Parameter Exponential Failure Model" (1977). Mathematics Technical Papers. 249.
https://mavmatrix.uta.edu/math_technicalpapers/249