TITLE:
Maximum Likelihood Estimation for Generalized Pareto Distribution under Progressive Censoring with Binomial Removals
AUTHORS:
Bander Al-Zahrani
KEYWORDS:
Pareto Distribution; Binomial Removal; Progressive Censoring; Maximum Likelihood Estimator
JOURNAL NAME:
Open Journal of Statistics,
Vol.2 No.4,
October
31,
2012
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