DocumentCode
1315910
Title
Confidence interval for the mean of the exponential distribution, based on grouped data
Author
Chen, Zhenmin ; Mi, Jie
Author_Institution
Dept. of Stat., Florida Int. Univ., Miami, FL, USA
Volume
45
Issue
4
fYear
1996
fDate
12/1/1996 12:00:00 AM
Firstpage
671
Lastpage
677
Abstract
When the available data from an exponential distribution are grouped, the maximum likelihood estimator (MLE) for the mean and several modified MLE have been discussed in literature. However, little work has been done on interval estimators based on such grouped data. This paper derives the asymptotic property of a statistic which is used to construct an approximate confidence interval for the mean. The width of this approximate confidence interval, based on grouped data, is compared with those based on complete samples, and samples with type-I and type-II censoring. The limits of the ratios of these widths are derived when the sample size approaches infinity. The approximate confidence interval from grouped data is wider than those from complete and censored samples. However, Monte Carlo simulation indicates that the proposed method based on grouped data is adequate, considering the restricted information in this case
Keywords
Monte Carlo methods; exponential distribution; maximum likelihood estimation; reliability theory; Monte Carlo simulation; approximate confidence interval; asymptotic normality; asymptotic property; censored samples; chi-square distribution; confidence interval; exponential distribution; grouped data; interval estimators; maximum likelihood estimator; reliability theory; type-I censoring; type-II censoring; Exponential distribution; H infinity control; Inspection; Life testing; Maximum likelihood estimation; Monte Carlo methods; Reliability engineering; Reliability theory; Statistical analysis; Statistical distributions;
fLanguage
English
Journal_Title
Reliability, IEEE Transactions on
Publisher
ieee
ISSN
0018-9529
Type
jour
DOI
10.1109/24.556592
Filename
556592
Link To Document