Maximum Likelihood Estimation for Generalized Pareto Distribution under Progressive Censoring with Binomial Removals

Bander Al-Zahrani

Statistics Department, Faculty of Sciences, King Abdulaziz University, P.O. Box 80203, Jeddah 21589, Saudi Arabia.

DOI: 10.4236/ojs.2012.24051                

Abstract

The paper deals with the estimation problem for the generalized Pareto distribution based on progressive type-II censoring with random removals. The number of components removed at each failure time is assumed to follow a binomial distribution. Maximum likelihood estimators and the asymptotic variance-covariance matrix of the estimates are obtained. Finally, a numerical example is given to illustrate the obtained results

Keywords

Pareto Distribution; Binomial Removal; Progressive Censoring; Maximum Likelihood Estimator

Conflicts of Interest

The authors declare no conflicts of interest.

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