Invariant exponential models applied to reliability theory and survival analysis

Citation
J. Del Castillo et P. Puig, Invariant exponential models applied to reliability theory and survival analysis, J AM STAT A, 94(446), 1999, pp. 522-528
Citations number
22
Categorie Soggetti
Mathematics
Volume
94
Issue
446
Year of publication
1999
Pages
522 - 528
Database
ISI
SICI code
Abstract
For a two-parameter exponential model with increasing failure rate (IFR) or decreasing failure rate (DFR) distributions necessary and sufficient condi tions of the existence of a solution of the likelihood equations are given. Also, all of the scale-invariant two-parameter statistical models closed b y raising to a power and by exponential tilting are introduced. The conditi ons of existence of a solution of the likelihood equations are studied for these invariant models, and the models are applied to obtain some uniformly most powerful unbiased tests of exponentially against alternatives in thes e models.