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Sequential Estimation in Exponential Distribution
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 Title & Authors
Sequential Estimation in Exponential Distribution
Park, Sang-Un;
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In this paper, we decompose the whole likelihood based on grouped data into conditional likelihoods and study the approximate contribution of additional inspection to the efficiency. We also combine the conditional maximum likelihood estimators to construct an approximate maximum likelihood estimator. For an exponential distribution, we see that a large inspection size does not increase the efficiency much if the failure rate is small, and the maximum likelihood estimator can be approximated with a linear function of inspection times.
Conditional likelihood;Fisher information;life testing;maximum likelihood estimator;order statistics;
 Cited by
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