The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Estimator of the Mean Residual Life for Some Parametric Families

모수족에서 평균 잔여수명의 추정량

  • Kuey Chung Choi (Department of Computer Science and Statistics, Chosun University ,Kwangju 501-759, Korea) ;
  • Kyung Hyun Nam (Department of Mathematics and Statistics, University of Nebraska, Lincoln, Nebraska 68588, USA)
  • Published : 1994.09.01
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Abstract

In this paper we consider a new estimator of mean residual life (MRL), based on the partial moment of the distribution. The parameters of a partial moment are estimated by its maximum likelihood estimators when the underlying distribution is known. Though the new estimator is not a consistent estimator of the MRL, it is shown to have smaller mean squared error than the well known empirical MRL estimator for certain parametric families. Numerical summaries of the mean squared errors of the new estimator are presented.

본 논문에서는 평균 잔여수명의 추정에 있어서 Weibull과 gamma 분포의 평균 잔여수명을 구하는데 적분이 쉽게 되지 않으므로 부분적률에 근거한 새로운 추정량을 제시하였으며, 비록 이 추정량은 일치추정량이 아니지만 소표본인 경우에서 일치추정량인 기존의 경험적 추정량보다 평균제곱오차가 작다는 것을 몬테칼로 기법을 써서 보였다.

Keywords

References

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