The Annals of Mathematical Statistics

Estimation of Parameters of Truncated or Censored Exponential Distributions

Walter L. Deemer, Jr and David F. Votaw, Jr

Full-text: Open access

Abstract

This paper gives maximum likelihood estimators of parameters of truncated and censored exponential distributions, asymptotic variances of the estimators, and asymptotic confidence intervals for the parameters. Applications to bombing accuracy studies and to life testing are pointed out. As regards bombing accuracy the parameter estimated is the reciprocal of the variance in a normal bivariate distribution having circular symmetry. The reciprocal is estimated because there is no maximum likelihood estimator of the variance and any estimator of the variance is badly biased (see Section 2). Results of a synthetic sampling experiment are given to provide information on rapidity of convergence of the distributions of the estimators to their asymptotic distributions.

Article information

Source
Ann. Math. Statist., Volume 26, Number 3 (1955), 498-504.

Dates
First available in Project Euclid: 28 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177728494

Digital Object Identifier
doi:10.1214/aoms/1177728494

Mathematical Reviews number (MathSciNet)
MR74742

Zentralblatt MATH identifier
0066.38501

JSTOR
links.jstor.org

Citation

Deemer, Walter L.; Votaw, David F. Estimation of Parameters of Truncated or Censored Exponential Distributions. Ann. Math. Statist. 26 (1955), no. 3, 498--504. doi:10.1214/aoms/1177728494. https://projecteuclid.org/euclid.aoms/1177728494


Export citation