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On a Correction of the Scale MLE for a Two-Parameter Exponential Distribution Under Progressive Type-I Censoring

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  • Erhard Cramer
  • Miriam Tamm

Abstract

In this article, we present a corrected version of the maximum likelihood estimator (MLE) of the scale parameter with progressively Type-I censored data from a two-parameter exponential distribution. Furthermore, we propose a bias correction of both the location and scale MLE. The properties of the estimates are analyzed by a simulation study which also illustrates the effect of the correction. Moreover, the presented estimators are applied to two data sets. Finally, it is shown that the correction of the scale estimator is also necessary for other distributions with a finite left endpoint of support (e.g., three-parameter Weibull distributions).

Suggested Citation

  • Erhard Cramer & Miriam Tamm, 2014. "On a Correction of the Scale MLE for a Two-Parameter Exponential Distribution Under Progressive Type-I Censoring," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(20), pages 4401-4414, October.
    • Handle: RePEc:taf:lstaxx:v:43:y:2014:i:20:p:4401-4414
    DOI: 10.1080/03610926.2012.721912
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    Cited by:

    1. Zhang, Fode & Shi, Yimin, 2016. "Geometry of exponential family with competing risks and censored data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 446(C), pages 234-245.

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