Interval estimation of scale parameters following a pre-test for two exponential distributions

1997 ◽  
Vol 23 (4) ◽  
pp. 477-489 ◽  
Author(s):  
Paul Chiou
Keyword(s):  
Interval Estimation ◽  
Exponential Distributions ◽  
Scale Parameters

scholarly journals Interval Estimation for Extreme Value Parameter with Censored Data

2011 ◽  
Vol 2011 ◽  
pp. 1-12
Author(s):  
Eun-Joo Lee ◽  
Dane Walker ◽  
David Elliott ◽  
Katlyn Mathy ◽  
Seung-Hwan Lee
Keyword(s):  
Weibull Distribution ◽  
Censored Data ◽  
Interval Estimation ◽  
Extreme Value Distribution ◽  
Extreme Value ◽  
Value Distribution ◽  
Finite Sample ◽  
Real World Data ◽  
Scale Parameters ◽  
Statistical Inferences

The Weibull distribution is widely used in the parametric analysis of lifetime data. In place of the Weibull distribution, it is often more convenient to work with the equivalent extreme value distribution, which is the logarithm of the Weibull distribution. The main advantage in working with the extreme value distribution is that unlike the Weibull distribution, the extreme value distribution has location and scale parameters. This paper is devoted to a discussion of statistical inferences for the extreme value distribution with censored data. Numerical simulations are performed to examine the finite sample behaviors of the estimators of the parameters. These procedures are then applied to real-world data.

scholarly journals Effectivity of Modified Maximum Likelihood Estimators Using Selected Ranked Set Sampling Data

2016 ◽  
Vol 38 (2) ◽  
Author(s):  
Tamanna Islam ◽  
Molla Rahman Shaibur ◽  
S.S. Hossain
Keyword(s):  
Maximum Likelihood ◽  
Ranked Set Sampling ◽  
Simple Random Sample ◽  
Exponential Distributions ◽  
Underlying Distribution ◽  
Population Mean ◽  
Scale Parameters ◽  
Modified Maximum Likelihood ◽  
Two Parameter ◽  
Better Than

This paper describes the modified maximum likelihood estimator (MMLE) of location and scale parameters based on selected ranked set sampling (SRSS) for normal, uniform and two-parameter exponential distributions. For these distributions, the MMLE of location and scale parameters for SRSS data were compared with the estimators of location and scale parameters for simple random sample (SRS) and ranked set sample (RSS). The MMLE based on SRSS data were found to be advantageous as compared to SRS and RSS estimators for the same number of measurements. The SRSS method with errors in ranking was also described. The minimum correlation between the actual and erroneous ranking was required for MMLE of SRSS to achieve better precision than usual SRS and RSS estimators. When the wrong assumption about the underlying distribution was present, the MMLE of the population mean based on SRSS was better than the RSS estimator ofthe population mean for all the cases considered.

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