Journal of Quality Engineering and Management

The parameter estimation methods for the exponential distribution under interval censored data; A comparison study

Document Type : Original Article

Authors

Nader Asadian
Mohamad Hossein Poursaeed

Department of Statistics, Faculty of Science, Lorestan University, Khoramabad, Iran

https://doi.org/10.48313/jqem.2023.194410
Abstract
Suppose that the lifetime distribution of a random sample of n experimental units is exponential with hazard rate θ and due to time constraints and cost reduction, interval censoring data schemes is used by the experimenter. In this research, some of the existing parameter estimators of the exponential lifetimes under interval censoring are considered. In addition, three new weighted estimators are introduced. we compare the performance of our three methods with some of the existing parameter estimators through simulation studies. For a given sample size n and k inspection times, t1, t2, . . . , tk from the exponential distribution and for each scenario, bias and mean of square error (MSE) are calculated. In addition, the relative efficiency of the proposed estimators are taken into consideration. Moreover, based on the simulation study, their performances are compared to the existing methods. Finally, the asymptotic distribution of one investigated method, which has the best performance, is obtained.

Keywords

Exponential distribution
Interval censoring
Optimal inspection times
Delta method
Pseudo- likelihood function

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Journal of Quality Engineering and Management
Volume 13, Issue 2
Summer 2023
Pages 165-180

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