Estimation of the mean of an exponential distribution in the presence of an outlier
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Kale and Sinha (1971) have found an estimator of the mean of an exponential distribution in the presence of an outlying observation with higher expected value. Here an alternative estimator of the mean is proposed and it is compared with the estimator of Kale and Sinha (1971) and the maximum likelihood estimator given by Kale (1975). The proposed estimator is found to be more efficient than the latter two estimators in some cases.