The Annals of Mathematical Statistics · 1965 · 135 citations · 8 references
Natural SciencesMathematicsProbability TheoryStatisticsStochastic ModelingDensity EstimationFailure AnalysisInferential StatisticsLikelihood EstimationMaximum Likelihood EstimationProbability DistributionsAsymptotic Distribution TheoryFailure Probability
Abstract : Using the idea of maximum likelihood, we derive an estimator for a distribution function possessing an increasing (decreasing) failure rate and also obtain corresponding estimators for the density and the failure rate. We show that these estimators are consistent.
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Theoretical Explanation of Observed Decreasing Failure Rate
Frank Proschan · Technometrics · 2000 · 566 citations
Maximum Likelihood Estimates of Monotone Parameters
H. D. Brunk · The Annals of Mathematical Statistics · 1955 · 311 citations · Full text