An estimator for the mean of an exponential distribution with random right-censoring

Wolfgang Stadje

Statistics & Probability Letters, 1986, vol. 4, issue 2, 57-59

Abstract: Let (Y1, Z1),...,(YN, ZN) be i.i.d. pairs of independent random variables such that Yi is exponentially distributed with unknown mean 1/[lambda] and Zi has an unknown distribution function F. Let Xi := min(Yi, Zi). Under certain assumptions on F an estimator TN(X1,...,XN) for 1/[lambda] is constructed which is consistent and asymptotically normal.

Keywords: exponential; distribution; censoring; estimation (search for similar items in EconPapers)
Date: 1986
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