Estimating the Scale Parameter of an Exponential Distribution from a Sample of Time-Censored r th-Order Statistics
基于时间删失第 r 阶次序统计量的指数分布尺度估计
The problem of estimating the mean of an exponential distribution is studied, when the data available are a random sample of time-censored rth-order statistics. Examples for such empirical situations are cited. Maximum likelihood estimators (MLE's) and moment-equation estimators (MEE's) are studied. Theoretical derivations are provided for the large sample variances and distributions of these estimators. The efficiency of the MEE compared to the MLE is studied.