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Maximum Likelihood Estimation for Generalized Pareto Distribution under Progressive Censoring with Binomial Removals

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DOI: 10.4236/ojs.2012.24051    6,371 Downloads   10,371 Views   Citations

ABSTRACT

The paper deals with the estimation problem for the generalized Pareto distribution based on progressive type-II censoring with random removals. The number of components removed at each failure time is assumed to follow a binomial distribution. Maximum likelihood estimators and the asymptotic variance-covariance matrix of the estimates are obtained. Finally, a numerical example is given to illustrate the obtained results

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

B. Al-Zahrani, "Maximum Likelihood Estimation for Generalized Pareto Distribution under Progressive Censoring with Binomial Removals," Open Journal of Statistics, Vol. 2 No. 4, 2012, pp. 420-423. doi: 10.4236/ojs.2012.24051.

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