ISSN 1002-1027　　CN 11-2952/G2

### 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.