IMPROVED ESTIMATORS OF THE EXPONENTIAL MODEL BASED ON TYPE TWO CENSORED DATA

Year 2014, Volume: 7 Issue: 3, 71 - 79, 01.09.2014

R. Arabi Belaghi Özlem Gürünlü Alma Minoo Aminnejad.

Abstract

This study presents two different kinds of preliminary test estimators based on Type II censoredobservations in the two parameters exponential model. We deŞne MLE and MRE preliminary test estimatorsin the same fashion as in the ordinary preliminary test estimator using relevant combinations of MLE andMRE estimators. Exact bias and MSE expressions for the proposed estimators are derived . We compare theMSEs and obtain some intervals for the parameter of interest in which the preliminary test type estimatorsoutperforms the MLE and MRE estimators. Some graphical representations are given for the illustrationpurpose. Finally, we conclude this approach by a useful discussion for practical purposes and a summary

Keywords

MLE and MRE preliminary test estimators, Type II censored observations, exponential model

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