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An estimator for the mean of an exponential distribution with random right-censoring

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  • Stadje, Wolfgang

Abstract

Let (Y1, Z1),...,(YN, ZN) be i.i.d. pairs of independent random variables such that Yi is exponentially distributed with unknown mean 1/[lambda] and Zi has an unknown distribution function F. Let Xi := min(Yi, Zi). Under certain assumptions on F an estimator TN(X1,...,XN) for 1/[lambda] is constructed which is consistent and asymptotically normal.

Suggested Citation

  • Stadje, Wolfgang, 1986. "An estimator for the mean of an exponential distribution with random right-censoring," Statistics & Probability Letters, Elsevier, vol. 4(2), pages 57-59, March.
    • Handle: RePEc:eee:stapro:v:4:y:1986:i:2:p:57-59
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