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http://dx.doi.org/10.5351/CSAM.2014.21.6.529

Estimation for Mean and Standard Deviation of Normal Distribution under Type II Censoring  

Kim, Namhyun (Department of Science, Hongik University)
Publication Information
Communications for Statistical Applications and Methods / v.21, no.6, 2014 , pp. 529-538 More about this Journal
Abstract
In this paper, we consider maximum likelihood estimators of normal distribution based on type II censoring. Gupta (1952) and Cohen (1959, 1961) required a table for an auxiliary function to compute since they did not have an explicit form; however, we derive an explicit form for the estimators using a method to approximate the likelihood function. The derived estimators are a special case of Balakrishnan et al. (2003). We compare the estimators with the Gupta's linear estimators through simulation. Gupta's linear estimators are unbiased and easily calculated; subsequently, the proposed estimators have better performance for mean squared errors and variances, although they show bigger biases especially when the ratio of the complete data is small.
Keywords
Asymptotic variances; maximum likelihood estimators; normal distribution; plotting position; type II censoring;
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Times Cited By KSCI : 5  (Citation Analysis)
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