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On Reliability Estimation Based on Ranked Set Sampling

Abstract Recently El-Neweihi and Sinha (2000) provided a class of n unbiased Estimators of the reliability function of an exponential distribution based on the first r observations of a ranked set sample of size n. They conjectured that the estimator that uses all n observations in this sampling scheme has the minimum variance in the given class of n unbiased estimators. We present two counter examples which show that such conjecture is incorrect.