Double Censoring Partial Probability Weighted Moments Estimation of the Generalized Exponential Distribution.

by Eman H. Al-Khodary, Amal S. Hassan and Suzanne A. Allam .

Abstract: The method of partial probability weighted moments (PPWM) was used to estimate the parameters of the generalized exponential distribution from censored samples. The performance of the PPWM method was studied under doubly censored samples. In particular, the results of PPWM estimation for right and left censored samples were obtained as special cases. To study the properties of the new estimators a comprehensive numerical study was carried out using Mathcad 13 software. The performance of the obtained estimators against the different censoring levels was investigated in terms of bias and mean square error (MSE). The simulation study showed that the censoring level has a significant effect on the performance of the PPWM estimation. The biases and MSEs increase as the censoring level increase. In addition, the Pearson system technique was used to fit a suitable distribution for the PPWM estimators. Most of the PPWM estimators follow Pearson type I, IV, and VI distributions.

Key Words: NONE

Amal S. Hassan,
Suzanne A. Allam,

Editor: DEY, SANKU,

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