Maximum Likelihood Estimation for Generalized Pareto Distribution under Progressive Censoring with Binomial Removals

• 作者: Bander Al-Zahrani
• 来源期刊: 统计学期刊(英文)
• 学科: 数学
• 关键词: PARETO Distribution BINOMIAL Removal PROGRESSIVE CENSORING Maximum LIKELIHOOD ESTIMATOR
• 年，卷（期）: 2012,（4）
• 页码范围: 420-423
• 页数: 4页
• 分类号: O21

摘要

The paper deals with the estimation problem for the generalized Pareto distribution based on progressive type-II censoring with random removals. The number of components removed at each failure time is assumed to follow a binomial distribution. Maximum likelihood estimators and the asymptotic variance-covariance matrix of the estimates are obtained. Finally, a numerical example is given to illustrate the obtained results