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Estimation of Reliability Parameters Under Incomplete Primary Information

Research paper by A. N. Golodnikov, P. S. Knopov, V. A. Pepelyaev

Indexed on: 26 Jul '05Published on: 26 Jul '05Published in: Theory and decision



Abstract

We consider the procedure for small-sample estimation of reliability parameters. The main shortcomings of the classical methods and the Bayesian approach are analyzed. Models that find robust Bayesian estimates are proposed. The sensitivity of the Bayesian estimates to the choice of the prior distribution functions is investigated using models that find upper and lower bounds. The proposed models reduce to optimization problems in the space of distribution functions.