Statistical inference for heavy-tailed distributions in technical systems
Date
2014ISBN
978-1-4799-4223-7Publisher
Institute of Electrical and Electronics Engineers Inc.Source
Proceedings - 9th International Conference on Availability, Reliability and Security, ARES 20149th International Conference on Availability, Reliability and Security, ARES 2014
Pages
412-419Google Scholar check
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In this work we explore the class of heavy-tailed distributions and discuss their signicance in reliability engineering. At the same time we discuss measures of divergence which are extensively used in statistics in various elds. In this paper we rely on such measures to evaluate the residual and past lifetimes of events which are associated with the tail part of the distribution. More specifically, we propose a class of goodness of t tests based on Csiszar's class of measures designed for heavy-tailed distributions. © 2014 IEEE.