Estimation of the location and scale parameters of generalized exponential distribution based on order statistics
- 1 May 2001
- journal article
- research article
- Published by Taylor & Francis Ltd in Journal of Statistical Computation and Simulation
- Vol. 69 (2), 109-123
- https://doi.org/10.1080/00949650108812085
Abstract
In this paper we consider the generalized exponential distribution with known shape parameter Θ. We first derive the exact forms of means, variances and covariances of order statistics. We use these expressions in obtaining the necessary coefficients for the best linear unbiased estimators of the location and scale parameters for Θ=0.5(0.5)5.0 and for sample sizes up to ten. The variances and covariances of these estimators are also given.Keywords
This publication has 2 references indexed in Scilit:
- Theory & Methods: Generalized exponential distributionsAustralian & New Zealand Journal of Statistics, 1999
- A note on the mixed moments of order statistics from exponential and truncated exponential distributionsJournal of Statistical Planning and Inference, 1982