An Approximation for the Sampling Distribution of an Estimate Arising in Life Testing

Document Type : Original Article

Author

Institute of Statistical Studies & Research, Cairo University, Egypt

Abstract

Using censored type I and exponential model, the exact sampling distribution of the maximum likelihood estimate of the unknown parameter is quite complicated so an approximation to its distribution is needed. A simulation study and Pearson system will be used to fit a suitable distribution using different sample sizes and censored items. This study confirms the fact that a Pearson type I distribution can adequately approximate the sampling distribution in different cases.

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