Robust Estimators and Test Statistics for One-Shot Device Testing Under the Exponential Distribution
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abstract
This paper develops a new family of estimators, the minimum density power
divergence estimators (MDPDEs), for the parameters of the one-shot device model
as well as a new family of test statistics, Z-type test statistics based on
MDPDEs, for testing the corresponding model parameters. The family of MDPDEs
contains as a particular case the maximum likelihood estimator (MLE) considered
in Balakrishnan and Ling (2012). Through a simulation study, it is shown that
some MDPDEs have a better behavior than the MLE in relation to robustness. At
the same time, it can be seen that some Z-type tests based on MDPDEs have a
better behavior than the classical Z-test statistic also in terms of
robustness.