Abstract
For two independent sequences of independent and identically distributed exponential random variables with different scale parameters based on observed lower-joint records, inter-record times, and record indicators. The conditional maximum likelihood estimators are considered as well as various interval estimators. A simulation method is given to efficiently generate these lower-joint records which is utilized in a Monte Carlo study of the coverage probabilities of the interval estimators.
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This paper was partially supported by the Grant from the University of Tabriz.
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Volterman, W., Arabi Belaghi, R. & Balakrishnan, N. Joint records from two exponential populations and associated inference. Comput Stat 33, 549–562 (2018). https://doi.org/10.1007/s00180-017-0761-z
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DOI: https://doi.org/10.1007/s00180-017-0761-z