Estimation of the scale parameter of the half-logistic distribution with multiply type II censored sample |
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Authors: | Dong-Ho Jang Jihoon Park Chansoo Kim |
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Affiliation: | aDepartment of Geography, Kongju National University, Gongju, Republic of Korea;bDepartment of Geography Education, Kongju National University, Gongju, Republic of Korea;cDepartment of Applied Mathematics, Kongju National University, Gongju, Republic of Korea |
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Abstract: | In this paper, we consider the maximum likelihood and Bayes estimation of the scale parameter of the half-logistic distribution based on a multiply type II censored sample. However, the maximum likelihood estimator(MLE) and Bayes estimator do not exist in an explicit form for the scale parameter. We consider a simple method of deriving an explicit estimator by approximating the likelihood function and discuss the asymptotic variances of MLE and approximate MLE. Also, an approximation based on the Laplace approximation (Tierney & Kadane, 1986) is used to obtain the Bayes estimator. In order to compare the MLE, approximate MLE and Bayes estimates of the scale parameter, Monte Carlo simulation is used. |
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Keywords: | AMS 2000 subject classifications: primary, 62F15 secondary, 62F10 |
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