Unbiased estimation for two-parameter exponential
distribution under time censored sampling
Applicationes Mathematicae, Tome 36 (2009) no. 2, pp. 149-156
Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences
The problem considered is that of unbiased estimation for a
two-parameter exponential distribution under time censored
sampling. We obtain a necessary form of an unbiasedly estimable
parametric function and prove that there does not exist any
unbiased estimator of the parameters and the mean of the
distribution. For reliability estimation at a specified time
point, we give a necessary and sufficient condition for the
existence of an unbiased estimator and suggest an unbiased
estimator based on a sufficient statistic in situations where
unbiased estimators exist. Unbiased estimation of the variance of an
unbiased estimator of reliability is also addressed.
Keywords:
problem considered unbiased estimation two parameter exponential distribution under time censored sampling obtain necessary form unbiasedly estimable parametric function prove there does exist unbiased estimator parameters mean distribution reliability estimation specified time point necessary sufficient condition existence unbiased estimator suggest unbiased estimator based sufficient statistic situations where unbiased estimators exist unbiased estimation variance unbiased estimator reliability addressed
Affiliations des auteurs :
S. Sengupta 1
@article{10_4064_am36_2_3,
author = {S. Sengupta},
title = {Unbiased estimation for two-parameter exponential
distribution under time censored sampling},
journal = {Applicationes Mathematicae},
pages = {149--156},
year = {2009},
volume = {36},
number = {2},
doi = {10.4064/am36-2-3},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am36-2-3/}
}
TY - JOUR AU - S. Sengupta TI - Unbiased estimation for two-parameter exponential distribution under time censored sampling JO - Applicationes Mathematicae PY - 2009 SP - 149 EP - 156 VL - 36 IS - 2 UR - http://geodesic.mathdoc.fr/articles/10.4064/am36-2-3/ DO - 10.4064/am36-2-3 LA - en ID - 10_4064_am36_2_3 ER -
S. Sengupta. Unbiased estimation for two-parameter exponential distribution under time censored sampling. Applicationes Mathematicae, Tome 36 (2009) no. 2, pp. 149-156. doi: 10.4064/am36-2-3
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