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DOI QR Code

Sequential Estimation in Exponential Distribution

  • Park, Sang-Un (Department of Applied Statistics, Yonsei University)
  • Published : 2007.08.31

Abstract

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.

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