2005•Journal of the Korean Data and Information Science SocietyRequires access

Estimation for the Double Exponential Distribution Based on Type-II Censored Samples

Suk-Bok Kang, Young‐Suk Cho, Jun‐Tae Han

Abstract

In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the double exponential distribution based on Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Key concepts: Estimator, Mathematics, Statistics, Exponential distribution, Scale parameter, Exponential function, Maximum likelihood, Mean squared error