A note on stochastic ordering of estimators of exponential reliability
Volume 38 / 2011
Applicationes Mathematicae 38 (2011), 485-494
MSC: 60E15, 62F10, 62N05.
DOI: 10.4064/am38-4-7
Abstract
Recently Balakrishnan and Iliopoulos [Ann. Inst. Statist. Math. 61 (2009)] gave sufficient conditions under which the maximum likelihood estimator (MLE) is stochastically increasing. In this paper we study test plans which are not considered there and we prove that the MLEs for those plans are also stochastically ordered. We also give some applications to the estimation of reliability.
