2.2 Maximum Likelihood Estimators for Censored Samples of a progressively censored sample from a gamma

2016 ◽  
pp. 137-138
2009 ◽  
Vol 2009 ◽  
pp. 1-16 ◽  
Author(s):  
Jin Xia ◽  
Jie Mi ◽  
YanYan Zhou

Lognormal distribution has abundant applications in various fields. In literature, most inferences on the two parameters of the lognormal distribution are based on Type-I censored sample data. However, exact measurements are not always attainable especially when the observation is below or above the detection limits, and only the numbers of measurements falling into predetermined intervals can be recorded instead. This is the so-called grouped data. In this paper, we will show the existence and uniqueness of the maximum likelihood estimators of the two parameters of the underlying lognormal distribution with Type-I censored data and grouped data. The proof was first established under the case of normal distribution and extended to the lognormal distribution through invariance property. The results are applied to estimate the median and mean of the lognormal population.


Author(s):  
Jin Wang ◽  
Jiading Chen

In the randomly-censored model, we define Y = min (X, T) and Z = I{X < T}, where X is the life length, and T is the random censoring time which is independent of X. Couple (Y, Z) is observed. Sufficient conditions are found to ensure that the Maximum-Likelihood Estimators (MLE) are strongly consistent. Application is made to usual life distributions.


Author(s):  
Amal S Hassan ◽  
Rokaya E Mohamed

A four-parameter lifetime model, named the Weibull inverse Lomax (WIL) is presented and studied. Some structural properties are derived. The estimation of the model parameters is performed based on Type II censored sample. Maximum likelihood estimators along with asymptotic confidence intervals of population parameters and reliability function are constructed. The property of consistency of maximum likelihood estimators has been verified on the basis of simulated samples.  Further, the results are applied on two real data.


2006 ◽  
Vol 17 (8) ◽  
pp. 811-826 ◽  
Author(s):  
Abou El-Makarim A. Aboueissa ◽  
Michael R. Stoline

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