In this paper, we study the estimation of a scale parameter from a sample of lifetimes of coherent systems with a fixed structure. We assume that the components are independent and identically distributed having a common distribution which belongs to a scale parameter family. Some results are obtained as well for dependent (exchangeable) components. To this end, we will use the representations for the distribution function of a coherent system based on signatures. We prove that the efficiency of the estimators depends on the structure of the system and on the scale parameter family. In the dependence case, it also depends on the baseline copula function.
Macci, C., Navarro, J. (2024). Method-of-moments estimators of a scale parameter based on samples from a coherent system. PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 38(1), 150-167 [10.1017/S0269964823000037].
Method-of-moments estimators of a scale parameter based on samples from a coherent system
Macci C.;
2024-01-01
Abstract
In this paper, we study the estimation of a scale parameter from a sample of lifetimes of coherent systems with a fixed structure. We assume that the components are independent and identically distributed having a common distribution which belongs to a scale parameter family. Some results are obtained as well for dependent (exchangeable) components. To this end, we will use the representations for the distribution function of a coherent system based on signatures. We prove that the efficiency of the estimators depends on the structure of the system and on the scale parameter family. In the dependence case, it also depends on the baseline copula function.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
