Estimating the common location parameter of exponential distributions with censored samples |
| |
Authors: | Wen-Jau Chiou Arthur Cohen |
| |
Affiliation: | Department of Statistics, Rutgers University, New Brunswick, New Jersey 08903 |
| |
Abstract: | ![]() Consider the problem of estimating the common location parameter of two exponential distributions when censored samples are taken. The unique minimum variance unbiased estimator (UMVUE) is found along with an expression for its variance. The asymptotic distribution is given for a special case and a generalized Bayes property is exhibited. Extensions include the case of k > 2 populations. Also the UMVUE is found for P(Y > X) and certain reliability functions. |
| |
Keywords: | |
|
|