Modified Maximum Likelihood Estimation for Generalized Exponential Distribution
Alok Kumar Singh
*
Department of Statistics, Raja Balwant Singh Degree College, Agra, India.
Rohit Patawa
Department of Community Medicine, Autonomous State Medical College, Firozabad, India.
Abhinav Singh
Rajiv Gandhi South Campus, Banaras Hindu University, Mirzapur, India.
Puneet Kumar Gupta
ICFAI Business School, ICFAI University, Dehradun, India.
*Author to whom correspondence should be addressed.
Abstract
For a Modified Maximum Likelihood Estimate of the parameters of generalized exponential distribution (GE), a hyperbolic approximation is used instead of linear approximation for a function which appears in the Maximum Likelihood equation. This estimate is shown to perform better, in accuracy and simplicity of calculation, than the one based on linear approximation for the same function. Numerical computation for random samples of different sizes from generalized exponential distribution (GE), using type II censoring is done and is shown to be better than that obtained by Lee et al. [1].
Keywords: Asymptotic variance, order statistics, outliers, hyperbolic approximation, censoring, GE