Maximum likelihood estimators of the parameter of exponential distribution under multiple type-II censoring
by
Anil Kumar
Department of Statistics, BHU, Varanasi 221 005, India
Coauthors: Umesh Singh (Department of Statistics, BHU, Varanasi 221 005, India)

In this paper we adress the problem of obtaining the maximum likelihood estimators under multiply type-II censoring scheme for one parameter exponential distribution. It is well known that explicit expression for the maximum likelihood estimator does not exist under this censoring scheme. However, approximate maximum likelihood estimator has been proposed by Balasubramanian and Balakrishnan (1992) using certain approximations at the stage of solving the normal equations. We proposed to use an approximation in the likelihood function to get an approximate maximum likelihood estimator. In addition this, a numerical method is also proposed to get the maximum likelihood estimate. The estimators thus obtained are compared with the existing approximate maximum likelihood estimator on the basis of their risks and bias using Monte Carlo simulation technique.

Date received: September 11, 2002

Copyright © 2002 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cais-14.