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Estimating the parameter of an exponential distribution under multiply type II hybrid censoring
Journal of the Korean Data & Information Science Society 2018;29:807-14
Published online May 31, 2018
© 2018 Korean Data and Information Science Society.

Wonhee Lee1 · Kyeongjun Lee2

1Department of Statistics, Daegu University
2Division of Mathematics and Big Data Science, Daegu University
Correspondence to: Assistant professor, Division of Mathematics and Big Data Science, Daegu University, Gyeongsan 68453, Korea. E-mail : indra_74@naver.com
Received April 3, 2018; Revised May 10, 2018; Accepted May 12, 2018.
This is an Open Access article distributed under the terms of the Creative Commons Attribution Non-Commercial License (http://creativecommons.org/licenses/by-nc/3.0) which permits unrestricted non-commercial use, distribution, and reproduction in any medium, provided the original work is properly cited.
Abstract
In this paper, we propose a multiply type II hybrid censoring scheme. And, we derive statistical inference on the scale parameter for the exponential distribution under proposed multiply type II hybrid censoring scheme. The scale parameter is estimated by maximum likelihood estimator (MLE) and approximate MLE using Taylor series expansion. We also obtain the asymptotic confidence interval (CI) for scale parameter under multiply type II hybrid censoring scheme.We compare the MLE and approximate MLE in the terms of the mean square error (MSE) and bias. The simulation procedure is repeated 10,000 times for the sample size n = 20, 40 and various multiply type II hybrid censoring. Consequently, approximate MLE is generally more efficient than the MLE. The average CL of approximate MLE is longer than the corresponding average CL of MLE.
Keywords : Approximate maximum likelihood estimator, confidence interval, exponential distribution, multiply type II hybrid censoring, Taylor series expansion.