A NOTE ON ESTIMATING THE LOCATION AND SCALE PARAMETERS OF THE EXPONENTIAL DISTRIBUTION FROM A CENSORED SAMPLE

Summary Replacing f (x)/F (x) by α+β(x- θ)/σ in the maximum likelihood equations ∂L/∂θ and ∂L/∂σ calculated from a censored sample, a pair of estimators θe and σe, is obtained. The variances and covariances of these estimators are calculated and compared with the corresponding values for the best linear unbiassed (BLU) estimators.