Unbiased estimation of exponential reliability for left censored data
Abstract:
The paper applies the Rao–Blackwell technique to construct an
unbiased estimator of the reliability function in the exponential
distribution under left censored data. The resulting estimator is a
function of a sufficient statistic. However, we cannot conclude that it
is a minimal variance estimator because the sufficient statistic is not
complete. We also give an asymptotic confidence interval for reliability
based on the estimator obtained. The performance of this estimator is
compared to the maximum likelihood estimator via Monte Carlo
simulation.
2010 AMS Mathematics Subject Classification: Primary 62N01; Secondary 62F12.
Keywords and phrases: exponential distribution, reliability function,
unbiased estimation.