THE ANALYSIS OF THE TWO PARAMETER EXPONENTIAL DISTRIBUTION BASED ON PROGRESSIVE TYPE II CENSORED DATA

Abstract

In this study, the estimation of the parameters of the two parameters exponential distributionbased on progressive Type II censored data is considered. Assuming both location and scale parameters tobe unknown, the maximum likelihood(ML), penalized maximum likelihood (PML) and Bayes estimators areobtained. The results indicate that the PMLE is the same as the uniformly minimum variance unbiasedestimator (UMVUE). Further, the mean square errors of proposed estimators both analytical and MonteCarlo simulation study for different types of censoring schemes are computed. The results reveal that thePMLE and Bayes estimators outperform the MLE ones. This paper comes to an end by presenting anillustrative example

Keywords

• Bayes Estimators, Exponential Distribution, Maximum Likelihood Estimators, Penalized Maximum Likelihood Estimators, Progressive Type II Censored Data

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