Stochastic Order and MLE of the Mean of the Exponential Distribution

N. Balakrishnan (), C. Brain () and Jie Mi ()
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N. Balakrishnan: McMaster University
C. Brain: Florida International University
Jie Mi: Florida International University

Methodology and Computing in Applied Probability, 2002, vol. 4, issue 1, 83-93

Abstract: Abstract The maximum likelihood estimator of the mean of the exponential distribution, based on various data structures has been studied extensively. However, the order preserving property of these estimators is not found in the literature. This article discusses this property. Suppose that two samples of the same size are drawn from two independent exponential populations that have different means. It is shown in this article that the regular stochastic ordering holds between the two MLEs corresponding to the two exponential means, based on various censored data. In particular, conditions are given on inspection times so that the result is also true for grouped data.

Keywords: exponential distributions; maximum likelihood estimator; coupling; Type I censoring; Type II censoring; Type II progressively censoring; grouped sample (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (2)

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DOI: 10.1023/A:1015709631421

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