Exact likelihood-based point and interval estimation for lifetime characteristics of laplace distribution based on a time-constrained life-testing experiment

Xiaojun Zhu, N. Balakrishnan*

*Corresponding author for this work

Research output: Chapter in Book or Report/Conference proceedingChapterpeer-review

3 Citations (Scopus)

Abstract

In this paper, we first derive explicit expressions for the MLEs of the location and scale parameters of the Laplace distribution based on a Type-I right-censored sample arising from a time-constrained life-testing experiment by considering different cases. We derive the conditional joint MGF of these MLEs and use them to derive the bias and MSEs of the MLEs for all the cases. We then derive the exact conditional marginal and joint density functions of the MLEs and utilize them to develop exact conditional CIs for the parameters. We also briefly discuss the MLEs of reliability and cumulative hazard functions and the construction of exact CIs for these functions. Next, a Monte Carlo simulation study is carried out to evaluate the performance of the developed inferential results. Finally, some examples are presented to illustrate the point and interval estimation methods developed here under a time-constrained life-testing experiment.

Original languageEnglish
Title of host publicationMathematical and Statistical Applications in Life Sciences and Engineering
PublisherSpringer Singapore
Pages327-372
Number of pages46
ISBN (Electronic)9789811053702
ISBN (Print)9789811053696
DOIs
Publication statusPublished - 6 Dec 2017
Externally publishedYes

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