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Stochastic monotonicity of MLEs of the mean for exponentially distributed lifetimes under hybrid censoring

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  • van Bentum, Thomas
  • Cramer, Erhard

Abstract

A generalized Three Monotonicities Lemma is established. Assuming exponentially distributed lifetimes, it is used to prove the stochastic monotonicity of the MLE of the mean under various hybrid censoring schemes where it had been conjectured but remained unproven so far.

Suggested Citation

  • van Bentum, Thomas & Cramer, Erhard, 2019. "Stochastic monotonicity of MLEs of the mean for exponentially distributed lifetimes under hybrid censoring," Statistics & Probability Letters, Elsevier, vol. 148(C), pages 1-8.
  • Handle: RePEc:eee:stapro:v:148:y:2019:i:c:p:1-8
    DOI: 10.1016/j.spl.2018.12.006
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    References listed on IDEAS

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