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Pitman closeness results for Type-I censored data from exponential distribution |
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| Authors: | N. Balakrishnan Katherine F. Davies |
| Affiliation: | 1. Department of Mathematics & Statistics, McMaster University, Hamilton ON, L8S 4K1, Canada;2. Department of Statistics, King Abdulaziz University, Jeddah, Saudi Arabia;3. Department of Statistics, University of Manitoba, Winnipeg MB, R3T 2N2, Canada |
| Abstract: | Recent work on Pitman closeness has compared estimators under Type-II censored samples from exponential distribution based on observed number of failures. In this paper, we carry out similar Pitman closeness comparisons for Type-I censored samples from exponential distribution based on time under test. |
| Keywords: | Pitman closeness Type-I censoring Exponential distribution Conditional moment generating function Maximum likelihood estimator |
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