Weighted moments estimation of the scale parameter of the exponential distribution based on a multiply type II censored sample

被引：8
|
作者：
Wu, JW [1 ]
Yang, CC
机构：
[1] Tamkang Univ, Dept Stat, Tamsui 25137, Taiwan
[2] Minist Natl Def, Budget Accounting & Stat Bur, Taipei, Taiwan
来源：
QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL | 2002年 / 18卷 / 02期
关键词：
multiply type II censoring; exponential distribution; maximum likelihood estimator; Monte Carlo simulation; weighted moments estimator; best linear unbiased estimator; mean squared error;
D O I：
10.1002/qre.456
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
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 Balakrislinan (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 (C) 2002 John Wiley Sons, Ltd.
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页码：149 / 154
页数：6
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