Estimating the parameter of the Lindley distribution under progressive type-II censored data

Authors

  • Bander M Al-Zahrani King Abdulaziz University Department of Statistics
  • Maha S Gindwan King Abdulaziz University Department of Statistics

DOI:

https://doi.org/10.1285/i20705948v8n1p100

Keywords:

EM algorithm, Lindley distribution, Maximum likelihood estimators, Progressively type-II censoring

Abstract

We consider the estimation problem of the Lindley distribution based on progressive type-II censored data. We use the EM algorithm for estimating the involved parameter using the maximum likelihood method. The asymptotic variance of the MLE within the EM framework is obtained. Then, the asymptotic confidence intervals of the parameter are constructed. Finally, a real data set and a simulation study are presented to illustrate the obtained results.

Author Biography

Bander M Al-Zahrani, King Abdulaziz University Department of Statistics

I am an associate professor of Statistics. My special interests are in probability theory, reliability theory and its applications, stochastic analysis and its applications, characterization of distributions. I received my Ph.D. degree in statistics from Newcastle University (UK), and master’s degree in statistics from Colorado State University. I served as the Head of the department of statistics at King Abdulaziz University for one period.

References

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Published

26-04-2015

Issue

Vol. 8 No. 1 (2015): Electronic Journal of Applied Statistical Analysis

Section

Original Paper

License

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