Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1144898 | Journal of the Korean Statistical Society | 2011 | 11 Pages |
Abstract
In this paper, we consider the maximum likelihood and Bayes estimation of the scale parameter of the half-logistic distribution based on a multiply type II censored sample. However, the maximum likelihood estimator(MLE) and Bayes estimator do not exist in an explicit form for the scale parameter. We consider a simple method of deriving an explicit estimator by approximating the likelihood function and discuss the asymptotic variances of MLE and approximate MLE. Also, an approximation based on the Laplace approximation (Tierney & Kadane, 1986) is used to obtain the Bayes estimator. In order to compare the MLE, approximate MLE and Bayes estimates of the scale parameter, Monte Carlo simulation is used.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Dong-Ho Jang, Jihoon Park, Chansoo Kim,