Estimation of parameters of k exponential distributions in doubly censored samples

Abstract

Best linear unbiased estimators (BLEUs) and maximum lidelihood estimators (MLEs) of location parameters and scale parameter based on type II doubly censored samples from K(≥1) exponential distiributions are obtained. The scale parameter σ is assumed to be same for all distrubutions. These estimators are compared by using the mean square error (MSE) criterion. For scale parameter, the relative efficiency of the BLUE compared to MLE is tabulated.

Keywords:

• best linear ubiased estimator
• exponential distribution
• maximum likelihood estimator
• mean square error
• relative efficiency
• type II doubly censored sample