Estimation in the Exponential Distribution

1973/05/01 by A. Clifford Cohen, Arthur Cohen, Frederick Russell Helm
Mathematics · Decision Sciences · Computer Science · #Statistical Distribution Estimation and Applications #Advanced Statistical Process Monitoring #Target Tracking and Data Fusion in Sensor Networks

paper · doi:10.1080/00401706.1973.10489054

Abstract

This note is concerned with estimation in the two parameter exponential distribution using a variation of the ordinary method of moments in which the second order moment estimating equation is replaced with an equation involving expected value of the first. order statistic. Estimators obtained are found to be identical with best linear unbiased estimators (BLUE) obtained by Sarhan [5] which in turn are identical to minimum variance unbiased estimators (MVUE) obtained by Epstein and Sobel [1].

Citations

• Some Theorems Relevant to Life Testing from an Exponential Distribution

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