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Robust Estimators and Test Statistics for One-Shot Device Testing Under the Exponential Distribution

机译:指数分布下一站式设备测试的鲁棒估计器和测试统计量

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摘要

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 terms of 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 in terms of robustness, as well.
机译:本文针对单次设备模型的参数开发了一个新的估计器系列,即最小密度功率发散估计器(MDPDE),以及一个新的测试统计族,基于MDPDE的Z型测试统计族,用于测试相应的模型参数。作为特殊情况,MDPDE族包含Balakrishnan和Ling(2012)中考虑的最大似然估计器(MLE)。通过仿真研究表明,就鲁棒性而言,某些MDPDE具有比MLE更好的行为。同时,可以看出,在健壮性方面,某些基于MDPDE的Z型测试的行为也比传统的Z测试统计更好。

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