Asymptotic properties of the maximum likelihood estimator of a randomly censored exponential parameter
- 1 January 1986
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 15 (12) , 3637-3646
- https://doi.org/10.1080/03610928608829337
Abstract
The maximum likelihood estimator Tn for the mean θ of an exponential distribution for randomly censored observations is obtained and its exact distribution is presented. Asymptotic unbiasedness of the estimator, conditioned on observing at least one failure time, is established. Strong consistency and asymptotic normality of Tn are proved, without the assumption of at least one observed failure time. An asymptotic confidence interval for θ is obtained.Keywords
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