Interval shrinkage estimation of two-parameter exponential distribution with random censored data

Document Type : Research Paper

Authors

1 Department of Mathematics, Ahvaz Branch, Islamic Azad University, Ahvaz, Iran.

2 Department of Statistics, Payam Noor University, 4697-19395, Tehran, Iran

3 Department of Statistics, Ferdowsi University of Mashhad, Mashhad, Iran

Abstract

The use of the two-parameter exponential distribution model in fitting survival and reliability analysis data in the presence of censored random data has recently attracted the attention of a large number of authors. Considering the importance of the model, its parameter estimation is discussed using the method of moment, maximum likelihood and shrinkage estimation. To present the interval shrinkage estimator, it is first proved that the moment estimators are asymptotically unbiased and the interval shrinkage estimator performs better compared to other estimators. Finally, using two real data sets and statistical criteria, the goodness of fit of the model is compared with censored random data based on parameter estimation methods.

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References

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Journal of Mahani Mathematical Research
Volume 14, Issue 1 - Serial Number 31
January 2025
Pages 121-136

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History

  • Receive Date: 29 November 2023
  • Revise Date: 25 June 2024
  • Accept Date: 18 August 2024

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