6533b826fe1ef96bd1285039

RESEARCH PRODUCT

The MLE of the mean of the exponential distribution based on grouped data is stochastically increasing

Piotr Bolesław Nowak

subject

Statistics and ProbabilitySequenceExponential distributionMaximum likelihood010102 general mathematicsFixed-point theoremMonotonic function01 natural sciencesExponential functionGrouped data010104 statistics & probabilityStatisticsApplied mathematics0101 mathematicsStatistics Probability and UncertaintyMathematics

description

Abstract This paper refers to the problem stated by Balakrishnan et al. (2002). They proved that maximum likelihood estimator (MLE) of the exponential mean obtained from grouped samples is stochastically ordered provided that the sequence of the successive distances between inspection times is decreasing. In this paper we show that the assumption of monotonicity of the sequence of distances can be dropped.

https://doi.org/10.1016/j.spl.2015.12.029