Unbiased estimation for two-parameter exponential distribution under time censored sampling

S. Sengupta. "Unbiased estimation for two-parameter exponential distribution under time censored sampling." Applicationes Mathematicae 36.2 (2009): 149-156. <http://eudml.org/doc/279978>.

@article{S2009,
abstract = {The problem considered is that of unbiased estimation for a two-parameter exponential distribution under time censored sampling. We obtain a necessary form of an unbiasedly estimable parametric function and prove that there does not exist any unbiased estimator of the parameters and the mean of the distribution. For reliability estimation at a specified time point, we give a necessary and sufficient condition for the existence of an unbiased estimator and suggest an unbiased estimator based on a sufficient statistic in situations where unbiased estimators exist. Unbiased estimation of the variance of an unbiased estimator of reliability is also addressed.},
author = {S. Sengupta},
journal = {Applicationes Mathematicae},
keywords = {mean life; reliability; time censored sampling; two-parameter exponential distribution; unbiased estimation; variance estimation},
language = {eng},
number = {2},
pages = {149-156},
title = {Unbiased estimation for two-parameter exponential distribution under time censored sampling},
url = {http://eudml.org/doc/279978},
volume = {36},
year = {2009},
}

TY - JOUR
AU - S. Sengupta
TI - Unbiased estimation for two-parameter exponential distribution under time censored sampling
JO - Applicationes Mathematicae
PY - 2009
VL - 36
IS - 2
SP - 149
EP - 156
AB - The problem considered is that of unbiased estimation for a two-parameter exponential distribution under time censored sampling. We obtain a necessary form of an unbiasedly estimable parametric function and prove that there does not exist any unbiased estimator of the parameters and the mean of the distribution. For reliability estimation at a specified time point, we give a necessary and sufficient condition for the existence of an unbiased estimator and suggest an unbiased estimator based on a sufficient statistic in situations where unbiased estimators exist. Unbiased estimation of the variance of an unbiased estimator of reliability is also addressed.
LA - eng
KW - mean life; reliability; time censored sampling; two-parameter exponential distribution; unbiased estimation; variance estimation
UR - http://eudml.org/doc/279978
ER -