Note: Eﬃcient ⇒ MVU. [�'ڿo4��I The exponential distribution plays an important role in life testing problems. This paper extends some of the results obtained in a recent paper by Kale and Sinha  for the exponential distribution. The new estimator is most efficient in important ranges of truncation points for finite sample sizes. endobj Deﬁnition. (1994) used RSS for estimating two-parameter exponential distribution. 541-554. So the estimator is based on estimating the means of various subsets of the data that are based on quantiles of the data. 14, No. In this paper, we consider estimation of the probability density function and the cumulative distribution function of the generalized exponential distribution. Bayesian estimation for regression model parameters If you have the simple regression model: I OM) may perform poorly when outliers are present in the data. In this article, a new estimator of the exponential parameter has been proposed. 1, pp. Except for the special case of α=1 and α= 2 , no closed-form expressions exist for the general heavy-tailed exponential distribution. Weak asymptotics of the Bayesian reliability esti-mator considered as a stochastic process is under the conjugate prior ( 2..3 ) studied in . Estimator: A function of the sample observations used to to be an estimator. Xis an MVU estimator of θeven if σ2 is unknown. 1 exp y … Communications in Statistics - Theory and Methods: Vol. Lam et al. X n form a random sample of size n from the exponential distribution whose pdf if f(x|B) = Be-Bx for x>0 and B>0. In Chapter 2 we consider the CEM and when the lifetime distributions of the experimental units follow different distributions. (1972). 1.6 Organization of the monograph. Please note that corrections may take a couple of weeks to filter through Gaussian random variables with distribution … 137-143. The predictive distribution (2 1) depends directly on the value of the maximum likelihood esti-mator. As the access to this document is restricted, you may want to search for a different version of it. Since the Lindley distribution is more flexible than the exponential distribution, the same estimators have been found out for the exponential distribution and compared. The way most courses are organized, the exponential distribution would have been discussed before one talks about estimators. In this article, a new estimator of the exponential parameter has been proposed. In this paper, we discuss the selection of an efficient estimator of its expected value in the presence of two outlying observations with higher expected value. 2, pp. I rewrote the computations as SAS/IML functions to make them more efficient … This means that the distribution of the maximum likelihood estimator can be approximated by a normal distribution with mean and variance . Key words and phrases: Best linear unbiased estimator, exponential distribu- How to cite. An estimator that satisfies most of such desirable If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. <>/XObject<>/ProcSet[/PDF/Text/ImageB/ImageC/ImageI] >>/Annots[ 7 0 R] /MediaBox[ 0 0 595.32 841.92] /Contents 4 0 R/Group<>/Tabs/S>> 3 0 obj When requesting a correction, please mention this item's handle: RePEc:spr:stpapr:v:56:y:2015:i:4:p:1015-1031. (1989). It also allows you to accept potential citations to this item that we are uncertain about. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation. Simulation studies and real data applications show that the maximum likelihood estimator performs better than others. %PDF-1.5 General contact details of provider: http://www.springer.com . The problem of selecting an efficient estimator of the expected value in the presence of an outlying observation with higher expected value is discussed. 4 0 obj distribution reduces to the classical exponential distribution when α= 2 , which indicates that the exponential distribution is just a special case of the heavy-tailed exponential distribution. 1 0 obj See general information about how to correct material in RePEc. Improved estimators for the location of double exponential distribution. If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. �}yQ�Eӗ�V���K�S5���j�Uzu; ���v�G�I��s��5���Y���f}V\$vyJ�`��o�����5H���y�O�s� �n��L=�ϋ��n#r� �U�����W)mKs����'�r����n�W��V))�? Exponential distribution plays an important role in modeling real-life data relating to the continuous waiting time. ", Jorge Alberto Achcar & Edilberto Cepeda-Cuervo & Eliane R. Rodrigues, 2012. estimation procedure for the shape and scale parameter of Poisson-exponential distribution for complete sample. ?����J��� g�G� N9Z����Hk��u Public profiles for Economics researchers, Various rankings of research in Economics & related fields, Curated articles & papers on various economics topics, Upload your paper to be listed on RePEc and IDEAS, RePEc working paper series dedicated to the job market, Pretend you are at the helm of an economics department, Data, research, apps & more from the St. Louis Fed, Initiative for open bibliographies in Economics, Have your institution's/publisher's output listed on RePEc, In this paper, we consider estimation of the probability density function and the cumulative distribution function of the generalized exponential distribution. Bayes estimators under symmetric and asymmetric loss function are obtained using Markov Chain Monte Carlo (MCMC) technique. Thus ( ) ∑ ( )is a complete & sufficient statistic (CSS) for . The following estimators are considered: uniformly minimum variance unbiased estimator, maximum likelihood estimator, percentile estimator, least squares estimator, weighted least squares estimator and moments estimator. Exponential class software reliability models , : dels which have exponential failure time distribution. 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