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arXiv · 1704.07865

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

N. Balakrishnan·E. Castilla·N. Martin·L. Pardo
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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.

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N. Balakrishnan, E. Castilla, N. Martin, L. Pardo. 2017-04-25. Robust Estimators and Test-Statistics for One-Shot Device Testing Under the Exponential Distribution. https://arxiv.org/abs/1704.07865

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