A Maximum Likelihood Estimator for an Exponential Parameter from a Life Test with Both Type I and Type II Censoring.
MISSOURI UNIV-COLUMBIA DEPT OF STATISTICS
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A hybrid life test on items assumed to have an exponential lifetime combines type I and type II censoring. In type I censoring, n items are placed on test and observed for a fixed time t, while in type II censoring the test terminates with the rth sub 0 failure, where r sub 0 is a preassigned integer. If t sub r sub 0 is the time of the rth sub 0 failure, a hybrid life test terminates at mint sub r sub 0, t. In some situations it may be of interest to estimate the average lifetime theta, following the test decision. In this report, we find the maximum likelihood estimator, theta-cap, when the sample is subject to hybrid censoring. An expression for Etheta-cap is derived. Because this expression is complex, computer simulations are used to examine the bias of theta-cap. Author
- Statistics and Probability