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Analysis of left censored data from the generalized exponential distribution
Abstract:The generalized exponential distribution proposed by Gupta and Kundu Gupta, R.D and Kundu, D., 1999, Generalized exponential distributions. Australian and New Zealand Journal of Statistics, 41(2), 173–188.] is an important lifetime distribution in survival analysis. In this paper, we consider the maximum likelihood estimation procedure of the parameters of the generalized exponential distribution when the data are left censored. We obtain the maximum likelihood estimators of the unknown para-meters and the Fisher information matrix. Simulation studies are carried out to observe the performance of the estimators in small sample.
Keywords:Fisher information  Generalized exponential distribution  Left censoring  Maximum likelihood estimator
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