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Weighted moments estimation of the scale parameter of the exponential distribution based on a multiply type II censored sample
Author(s) -
Wu JongWuu,
Yang ChiChin
Publication year - 2002
Publication title -
quality and reliability engineering international
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 62
eISSN - 1099-1638
pISSN - 0748-8017
DOI - 10.1002/qre.456
Subject(s) - estimator , mathematics , censoring (clinical trials) , exponential distribution , statistics , exponential function , scale parameter , sample size determination , mean squared error , mathematical analysis
In this paper, we propose the weighted moments estimators (WMEs) of the scale parameter of the exponential distribution based on a multiply type II censored sample. When compared to the approximate maximum likelihood estimator (AMLE) by Balakrishnan (1990) and the best linear unbiased estimator (BLUE) by Balasubramanian and Balakrishnan (1992) (or Upadhyay et al. (1996)) in terms of the simulated mean squared errors (MSEs) of AMLE and BLUE and exact MSEs of WMEs, we find that some of the WMEs are better than the AMLE and BLUE for given sample sizes and different censoring schemes. Further, we also obtain the best estimator among the WMEs, AMLE and BLUE. Copyright © 2002 John Wiley & Sons, Ltd.