Life Function Analysis of a Two-Parameter Exponential Distribution Using Robust Rank Regression

Abstract

In this research, a proposed method is presented to estimate the life function of the two-parameter exponential distribution by using the robust rank regression on the dependent variable, which depends on the robust variance-covariance matrix (the FMCD and OGK method) and the robust mean vector through which the rank regression coefficients are estimated using the method of ordinary least squares and employing it in estimating the scale and location parameters of the exponential distribution and thus analyzing the life function on its basis. A comparison was also made between the proposed method and the classical method of rank regression on the dependent variable of life data at different sample sizes (from 10 to 25) to show the efficiency of the proposed method based on the mean square error of the estimated parameters, through a program prepared by the researcher in MATLAB language dedicated to this purpose. The practical application results concluded that the proposed robust method of rank regression on the dependent variable in estimating the parameters of the exponential distribution was more efficient than the classical method. Paper type: Research paper.