Estimation of Distribution Using Multi-Censored Life Data : Estimation of Parameters in the Doubly Exponential Distribution by Maximum Likelihood Method

Abstract

This paper is concerned with the problem of maximum likelihood estimation of the location and scale parameters in the doubly exponential distribution from multi-censored samples. The estimation procedure performed here gives : (1) formulae of caluculating maximum likelihood estimators for the location and scale parameters from multi-censored samples, (2) asymptotic variance-covariance matrix of ML-estimators, and (3) method of determining the confidence region for location and scale parameters by the likelihood ratio test theory. A numerical example using CFRP fatigue test data illustrates the proposed method in the case where it is applied to multi-censored samples.