Ordinary, Bayes, empirical Bayes, and non-parametric reliability analysis for the modified Gumbel failure model

✍ Scribed by Branko Miladinovic; Chris P. Tsokos

• Publisher: Elsevier Science
• Year: 2009
• Tongue: English
• Weight: 468 KB
• Volume: 71
• Category: Article
• ISSN: 0362-546X
• DOI: 10.1016/j.na.2009.01.181

✦ Synopsis

The Gumbel, or double exponential, probability distribution function is modified in order to characterize the failure times of a given system. The maximum likelihood (ML), minimum variance unbiased (MVU), Bayes, empirical Bayes, and non-parametric kernel density estimates of the reliability, failure rate, and cumulative failure rate functions are being studied. We also study target time subject to a specified reliability. Numerical computations are given to illustrate the usefulness of our study.