Recurrence Relations for Moments of Order Statistics from the Lindley Distribution with General Multiply Type-II Censored Sample
AbstractIn this paper, we derive the recurrence relations for the moments of function of single and two order statistics from Lindley distribution. We also consider the maximum likelihood estimation (MLE) of the parameter of the distribution based on multiply type-II censoring. However maximum likelihood estimator does not have an explicit form for the involved parameter. In order to compute the MLE of the parameter, Monte Carlo simulation is used. A comparative study is presented between classical MLE and MLE from multiply type-II censored sample.
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