Recurrence Relations for Moments of Order Statistics from the Lindley Distribution with General Multiply Type-II Censored Sample

  • Bander Al-Zahrani King Abdulaziz University
  • M A Ali King Abdulaziz University
DOI: https://doi.org/10.19139/soic.v2i2.55

Abstract

In this paper, we derive the recurrence relations for the moments of function of single and two order statistics from Lindley distribution. We also consider the maximum likelihood estimation (MLE) of the parameter of the distribution based on multiply type-II censoring. However maximum likelihood estimator does not have an explicit form for the involved parameter. In order to compute the MLE of the parameter, Monte Carlo simulation is used. A comparative study is presented between classical MLE and MLE from multiply type-II censored sample.

Author Biographies

Bander Al-Zahrani, King Abdulaziz University
Assoiciate Professor of Statistics
M A Ali, King Abdulaziz University
Professor of Statistics

References

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Jang, D., Park, J. and Kim, C. (2011). Estimation of the scale parameter of the half-logistic distribution with multiply type-II censored sample, Journal of the Korean Statistical Society, Vol. 40, pp. 291--301.

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Lindley, D.V. (1952). Fiducial distributions and Bayes' theorem, Journal of the Royal Statistical Society, Series B, Vol. 20, pp. 102--107.

Schenk, N.; Burkschat, M.; Cramer, E. and Kamps, U.(2011). Bayesian estimation and prediction with multiply Type-II censored samples of sequential order statistics from one- and two-parameter exponential distributions, Journal of Statistical Planning and Inference, Vol. 141, pp. 1575--1587.

Published
2014-06-01
How to Cite
Al-Zahrani, B., & Ali, M. A. (2014). Recurrence Relations for Moments of Order Statistics from the Lindley Distribution with General Multiply Type-II Censored Sample. Statistics, Optimization & Information Computing, 2(2), 147-160. https://doi.org/10.19139/soic.v2i2.55
Issue
Vol 2 No 2 (2014)
Section
Research Articles
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