Efficiencies of maximum likelihood estimators under censoring in life testing

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Original languageEnglish
Pages (from-to)515-524
Journal / PublicationJournal of Applied Statistics
Issue number5
Publication statusPublished - 1996


In some life tests, exact failure times cannot be observed, because of cost or time constraints. Assuming an exponential distribution with mean 0 on the lifetimes, we study the effects of type I and type II censored sampling schemes on the estimation of 0. In particular, the Fisher information, the expected duration of the life test and the mean squared error of the maximum likelihood estimators of 0 under the two types of censored sampling scheme are compared. A simulation study is conducted to study the robustness of the estimators.