ISSN 1002-1027  CN 11-2952/G2

Acta scientiarum naturalium Universitatis Pekinensis

    Next Articles

Some Results on MLE of the Parameter of the Exponential Distribution from Randomly Censored Data

WANG Qihua   

  1. Department of Probability and Statistics, School of Mathematical Sciences, Beijing, 100871
  • Received:1999-06-29 Online:2000-09-20 Published:2000-09-20

Abstract: Consider the exponential population... where θ>0 is an unknown parameter. In this paper the MLE of θ, say from randomly censored data is proved to be asymptomic minimax efficiency. That is, for a certain loss function w(.), and I(θ) is the information function of the censored observations. Furthermore, the iterative logarithm law and an inequality for the rth(r≥2) mean error of are also established, respectively.