On a combined estimating of the probability of failure-free operation for the full sample
There is constructed statistical estimates for the probability of failure-free operation of the system as a weighted sum of nonparametric and parametric estimates of the probability. Asymptotic distributions of combined estimates are found. The accuracy of estimates with finite volume of observations is studied by simulation.
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Keywords
случайная наработка, вероятность безотказной работы, непараметрическая оценка, комбинированная оценка вероятности, асимптотическое распределение, the probability of failure-free operation, nonparametric estimation, the combined estimate of the probability, the asymptotic distributionAuthors
| Name | Organization | |
| Dmitriev Yury G. | National Research Tomsk State University | dmit@mail.tsu.ru |
| Skripin Sergey V. | National Research Tomsk State University | skripinsv@mail.ru |
References
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Боровков A.A. Математическая статистика. М.: Наука, 2007. 704 с.
