Journal of Korean Society for Quality Management (품질경영학회지)

Korean Society for Quality Management (한국품질경영학회)
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A Study on Estimation of Parameters in Bivariate Exponential Distribution

  • Kim, Jae Joo (Department of Computer Science & Statistics, Seoul National University) ;
  • Park, Byung-Gu (Department of Statistics, Kyung Book University)
  • Published : 1987.06.15
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Abstract

Estimation for the parameters of a bivariate exponential (BVE) model of Marshall and Olkin (1967) is investigated for the cases of complete sampling and time-truncated parallel sampling. Maximum likelihood estimators, method of moment estimators and Bayes estimators for the parameters of a BVE model are obtained and compared with each other. A Monte Cario simulation study for a moderate sized samples indicates that the Bayes estimators of parameters perform better than their maximum likelihood and method of moment estimators.

Keywords