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Joint records from two exponential populations and associated inference

Author

Listed:
  • William Volterman

    (Syracuse University)

  • R. Arabi Belaghi

    (University of Tabriz)

  • N. Balakrishnan

    (McMaster University)

Abstract

For two independent sequences of independent and identically distributed exponential random variables with different scale parameters based on observed lower-joint records, inter-record times, and record indicators. The conditional maximum likelihood estimators are considered as well as various interval estimators. A simulation method is given to efficiently generate these lower-joint records which is utilized in a Monte Carlo study of the coverage probabilities of the interval estimators.

Suggested Citation

  • 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.
    • Handle: RePEc:spr:compst:v:33:y:2018:i:1:d:10.1007_s00180-017-0761-z
    DOI: 10.1007/s00180-017-0761-z
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    References listed on IDEAS

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    1. N. Balakrishnan & G. Iliopoulos, 2009. "Stochastic monotonicity of the MLE of exponential mean under different censoring schemes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(3), pages 753-772, September.
    2. N. Balakrishnan & G. Iliopoulos, 2010. "Stochastic monotonicity of the MLEs of parameters in exponential simple step-stress models under Type-I and Type-II censoring," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 72(1), pages 89-109, July.
    3. 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.
    4. Baklizi, Ayman, 2008. "Likelihood and Bayesian estimation of using lower record values from the generalized exponential distribution," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3468-3473, March.
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    Cited by:

    1. 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.

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