Joint records from two exponential populations and associated inference

William Volterman, R. Arabi Belaghi, N. Balakrishnan

Research output: Contribution to journalArticle

4 Scopus citations

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 languageEnglish (US)
Pages (from-to)1-14
Number of pages14
JournalComputational Statistics
DOIs
StateAccepted/In press - Aug 24 2017

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

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