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

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.

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