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ESTIMATION FOR THE SCALED HALF LOGISTIC DISTRIBUTION UNDER TYPE-II CENSORING
被引:25
|作者:
BALAKRISHNAN, N
[1
]
CHAN, PS
[1
]
机构:
[1] MCMASTER UNIV,DEPT MATH & STAT,HAMILTON L8S 4K1,ONTARIO,CANADA
基金:
加拿大自然科学与工程研究理事会;
关键词:
HALF LOGISTIC DISTRIBUTION;
ORDER STATISTICS;
TYPE-II CENSORED SAMPLES;
BEST LINEAR UNBIASED ESTIMATOR;
MAXIMUM LIKELIHOOD ESTIMATOR;
APPROXIMATE MAXIMUM LIKELIHOOD ESTIMATOR;
BIAS;
MEAN SQUARE ERROR;
LIFETIME MODEL;
RELATIVE EFFICIENCY;
RAO-CRAMER LOWER BOUND;
D O I:
10.1016/0167-9473(92)90001-V
中图分类号:
TP39 [计算机的应用];
学科分类号:
081203 ;
0835 ;
摘要:
We derive the best linear unbiased estimator (BLUE) based on doubly Type-II censored samples for the scaled half logistic distribution. Next, we derive the best linear unbiased estimator and the asymptotic best linear unbiased estimator based on k optimally selected order statistics and show that the asymptotic result provides very close approximation to the finite sample result even for a sample of size as small as 20. The maximum likelihood estimator (MLE) based on either complete or Type-II censored samples does not exist in explicit form. We determine its unbiasing factor and variance through Monte Carlo simulations employing a numerical iterative procedure. We derive an approximate maximum likelihood estimator (AMLE) which has an explicit form and is almost as efficient as the MLE and the BLUE. We illustrate all these methods of estimation with two examples.
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页码:123 / 141
页数:19
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