Statistical Analysis Of A Compound Exponential Failure Model
This paper discusses the statistical analysis of a two parameter mixed (or compound) exponential failure model. This model is also a Pareto distribution of the second kind. Some computational aspects of estimating both parameters by the method of maximum likelihood are discussed and small-sample means and variances are derived and studied. Tests of hypotheses on each parameter with the other parameter an unknown nuisance parameter are provided, and the construction of confidence limits are discussed. © 1986, Taylor & Francis Group, LLC. All rights reserved.
M. Engelhardt et al., "Statistical Analysis Of A Compound Exponential Failure Model," Journal of Statistical Computation and Simulation, vol. 23, no. 4, pp. 299 - 315, Taylor and Francis Group; Taylor and Francis, Jan 1986.
The definitive version is available at https://doi.org/10.1080/00949658608810882
Geosciences and Geological and Petroleum Engineering
Mathematics and Statistics
Keywords and Phrases
Compound exponential distribution; confidence limits; maximum likelihood estimation; Pareto distribution; tests of hypotheses
International Standard Serial Number (ISSN)
Article - Journal
© 2023 Taylor and Francis Group; Taylor and Francis, All rights reserved.
02 Jan 1986