Maximum likelihood estimation,from doubly censored samples,of the mean of a normal distribution with known coeffucient of variation |
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| Authors: | Nader Ebrahimi |
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| Institution: | Department of Mathematical Sciences , Northern Illinois University , DeKalb, Illinois, 60115 |
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| Abstract: | Let x be a random variable having the normal distribution with mean μ and variance c2μ2, where c is a known constant. The maximum likelihood estimation of μ when the lowest r1 and the highest r2 sample values censored have been given the asymptotic variance of the maximum likelihood estimator is obtained. |
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| Keywords: | coefficient of variation maximum likelihood estimator censored observations normal distribution type I censoring |
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