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Generalized exponential records: existence of maximum likelihood estimates and its comparison with transforming based estimates

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  • Mohammad Raqab
  • Khalaf Sultan

Abstract

In this paper, and based on records of a sequence of iid random variables from the generalized exponential distribution, we consider the problem of the existence of the maximum likelihood estimates of the shape and scale parameters. Existence and uniqueness of the MLE’s are proved. Different transforming based estimates and confidence intervals of these parameters are then derived. The performances of the so obtained estimates and confidence intervals are compared through an extensive numerical simulation study. Analysis of a real data set has also been presented for illustrative purposes. Copyright Sapienza Università di Roma 2014

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  • Mohammad Raqab & Khalaf Sultan, 2014. "Generalized exponential records: existence of maximum likelihood estimates and its comparison with transforming based estimates," METRON, Springer;Sapienza Università di Roma, vol. 72(1), pages 65-76, April.
    • Handle: RePEc:spr:metron:v:72:y:2014:i:1:p:65-76
    DOI: 10.1007/s40300-013-0031-y
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    References listed on IDEAS

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    1. Essam Al-Hussaini & Abd Ahmad, 2003. "On Bayesian interval prediction of future records," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 12(1), pages 79-99, June.
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    Cited by:

    1. William Volterman & R. Arabi Belaghi & N. Balakrishnan, 2018. "Joint records from two exponential populations and associated inference," Computational Statistics, Springer, vol. 33(1), pages 549-562, March.
    2. Wang, Bing Xing & Yu, Keming & Coolen, Frank P.A., 2015. "Interval estimation for proportional reversed hazard family based on lower record values," Statistics & Probability Letters, Elsevier, vol. 98(C), pages 115-122.

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