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Analysis of middle-censored data with exponential lifetime distributions

Iyer, Srikanth K and Jammalamadaka, S Rao and Kundu, Debasis (2008) Analysis of middle-censored data with exponential lifetime distributions. In: Journal Of Statistical Planning And Inference, 138 (11). pp. 3550-3560.

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Abstract

Recently Jammalamadaka and Mangalam [2003. Non-parametric estimation for middle censored data. J. Nonparametric Statist. 15, 253--265] introduced a general censoring scheme called the "middle-censoring''schemein non-parametric set up. In this paperweconsider this middlecensoring scheme when the lifetime distribution of the items is exponentially distributed and the censoring mechanism is independent and non-informative. In this set up, we derive the maximum likelihood estimator and study its consistency and asymptotic normality properties. We also derive the Bayes estimate of the exponential parameter under a gamma prior. Since a theoretical construction of the credible interval becomes quite difficult, we propose and implement Gibbs sampling technique to construct the credible intervals. Monte Carlo simulations are performed to evaluate the small sample behavior of the techniques proposed. A real data set is analyzed to illustrate the practical application of the proposed methods.

Item Type: Journal Article
Additional Information: Copyright of this article belongs to Elsevier
Department/Centre: Division of Physical & Mathematical Sciences > Mathematics
Date Deposited: 03 Dec 2008 15:25
Last Modified: 19 Sep 2010 04:51
URI: http://eprints.iisc.ernet.in/id/eprint/16282

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