A Comparison of MLE for Some Index Distributions Based on Censored Samples

Yunhan Liu, Changchun Gao, Xiaofeng Liu, Ping Luo and Jianguo Ren ()
Additional contact information
Yunhan Liu: Glorious Sun School of Business and Management, Donghua University, Shanghai 200051, China
Changchun Gao: Glorious Sun School of Business and Management, Donghua University, Shanghai 200051, China
Xiaofeng Liu: Department of Statistics, Shanghai University of Finance and Economics Zhejiang College, Jinhua 321000, China
Ping Luo: Department of Statistics, Shanghai University of Finance and Economics Zhejiang College, Jinhua 321000, China
Jianguo Ren: Department of Mathematics, Shanghai University of Finance and Economics Zhejiang College, Jinhua 321000, China

Mathematics, 2024, vol. 12, issue 20, 1-15

Abstract: This paper elucidates the prerequisites for maximum likelihood estimation (MLE) of parameters within the exponential and scale parameter families. Estimation of these parameters is predicated on data derived from censored samples and seeks to adhere to stochastic ordering principles. The study establishes that for two independent normal distributions and a two-parameter exponential distribution discernible by the distinct parameter sets, the MLEs of the parameters evince a stochastically ordered relationship when evaluated using full datasets. Furthermore, this research is extended to corroborate the persistence of stochastic ordering in the MLEs of such parameters under conditions of fixed censoring of samples.

Keywords: usual random order; censored samples; maximum likelihood estimator; location family; scale family (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://www.mdpi.com/2227-7390/12/20/3264/pdf (application/pdf)
https://www.mdpi.com/2227-7390/12/20/3264/ (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:gam:jmathe:v:12:y:2024:i:20:p:3264-:d:1501136

Access Statistics for this article

Mathematics is currently edited by Ms. Emma He

More articles in Mathematics from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().