Abstract
For two independent sequences of independent and identically distributed exponential random variables with different scale parameters based on observed lower-joint records, inter-record times, and record indicators. The conditional maximum likelihood estimators are considered as well as various interval estimators. A simulation method is given to efficiently generate these lower-joint records which is utilized in a Monte Carlo study of the coverage probabilities of the interval estimators.
Original language | English (US) |
---|---|
Pages (from-to) | 549-562 |
Number of pages | 14 |
Journal | Computational Statistics |
Volume | 33 |
Issue number | 1 |
DOIs | |
State | Published - Mar 1 2018 |
Keywords
- Bootstrap intervals
- Conditional maximum likelihood estimators
- Interval estimators
- Lower records
- Simulation
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Computational Mathematics