Systems Engineering and Electronics

• RELIABILITY • Previous Articles    

Inference for Gompertz distribution under records

Liang Wang1,*, Yimin Shi2, and Weian Yan3   

  1. 1. School of Mathematics and Statistics, Xidian University, Xi’an 710071, China;
    2. Department of Applied Mathematics, Northwestern Polytechnical University, Xi’an 710072, China;
    3. School of Mechatronic Engineering, East China Jiaotong University, Nanchang 330013, China
  • Online:2016-02-25 Published:2010-01-03

Abstract:

The parameter estimation is considered for the Gompertz distribution under frequensitst and Bayes approaches when records are available. Maximum likelihood
estimators, exact and approximate confidence intervals are developed for the model parameters, and Bayes estimators of reliability performances are obtained under different losses based on a mixture of continuous and discrete priors. To investigate the performance of the proposed estimators, a record simulation algorithm is provided and a numerical study is presented by using Monte-Carlo simulation.