ESTIMATION OF PARAMETERS AND RELIABILITY FROM GENERALIZED LIFE MODELS

Simultaneous estimation of parameters with p (≥ 2) components, where each component has a generalized life distribution, is considered under a sum of squared error loss function. Improved estimators are obtained which dominate the maximum likelihood and the minimum mean square estimators. Robustness of the improved estimators is shown even when the component distributions are dependent. The result is extended to the estimation of the system reliability when the components are connected in series. Several numerical studies are performed to demonstrate the risk improvement and the Pitman closeness of the new estimators. © 1990, Taylor & Francis Group, LLC. All rights reserved.