Maximum likelihood estimation of exponential distribution under type-ii censoring from imprecise data

  • I. Makhdoom
  • P. Nasiri
Keywords: Type-II censoring, Imprecise lifetime, Exponential distribution, Maximum likelihood estimation, Bootstrap confidence interval

Abstract

Statistical analysis of lifetime distributions under Type-II censoring scheme is based on precise lifetime data. However, some collected lifetime data might be imprecise and are represented in the form of fuzzy numbers. This paper deals with the estimation of exponential mean parameter under Type-II censoring scheme when the lifetime observations are fuzzy and are assumed to be related to underlying crisp realization of a random sample. Maximum likelihood estimate of the unknown parameter is obtained by using EM algorithm. In addition, a new numerical method for parameter estimation is provided. Using the parametric bootstrap method, the construction of confidence intervals for the mean parameter is discussed. Monte Carlo simulations are performed to investigate performance of the different methods. Finally, an illustrative example is also included.

Keywords: Type-II censoring, Imprecise lifetime, Exponential distribution, Maximum
likelihood estimation, Bootstrap confidence interval

Journal Identifiers


eISSN: 1112-9867