Estimating the Scale Parameter of an Exponential Distribution from a Sample of Time-Censored r-th Order Statistics,
Abstract
The problem of estimating the mean, theta, of an exponential distribution is studied, when the data available are a random sample of time-censored r-th order statistics. Examples for such empirical situations are cited in the paper. Maximum Likelihood (MLE) and Moment Equation (MEE) estimators are studied. Theoretical derivations are provided for the large sample variances and distributions of these estimators. The efficiency of the MEE compared to the MLE is studied. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 09, 1984
- Accession Number
- ADA148060
Entities
People
- S. Zacks
Organizations
- George Washington University