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Research Article Open access CC BY 4.0

Modified Maximum Likelihood Estimation for Generalized Exponential Distribution

Alok Kumar Singh, Rohit Patawa, Abhinav Singh, Puneet Kumar Gupta

Asian Journal of Probability and Statistics · pp. 48–59 · Published 4 Sep 2021

10.9734/ajpas/2021/v14i330332

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].

Asymptotic variance order statistics outliers hyperbolic approximation censoring GE

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