This work considers the availability probability density function estimation based on beta prime kernel of a repairable series system, in the case of identical components operating independently, in the context of non negative data. We have obtained certain properties of the estimator such as bias, variance, optimal convergence rate for mean squared error (MSE) and integrated mean squared error (MISE). In addition, for the bandwidth selection method, we use cross-validation and rule-of-thumb approaches and compare their performances. Finally, a simulation study, sensitivity analysis and a real data application are presented to illustrate the results.

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Beta Prime Kernel Availability Density Estimation of a Repairable Series System

  • Zitout Yasmina,
  • Lagha Karima

摘要

This work considers the availability probability density function estimation based on beta prime kernel of a repairable series system, in the case of identical components operating independently, in the context of non negative data. We have obtained certain properties of the estimator such as bias, variance, optimal convergence rate for mean squared error (MSE) and integrated mean squared error (MISE). In addition, for the bandwidth selection method, we use cross-validation and rule-of-thumb approaches and compare their performances. Finally, a simulation study, sensitivity analysis and a real data application are presented to illustrate the results.