Title

Asymptotic properties of MLE’s of parameters of exponentiated exponential lifetime distributions

Document Type

Article

Publication Date

1-1-2021

Subject Area

ARRAY(0x558f1d5edff8)

Abstract

The properties of exponential distributions are well-known, including asymptotic properties of MLE’s. We consider distributions generated from exponential lifetime distributions by taking positive real powers of the exponential c.d.f. We then consider the asymptotic behavior of the MLE’s for the parameters of these distributions. It was found that the regularity conditions are satisfied provided that the power parameter, α, is at least 1.5. Simulation results were examined for several values of the power parameter. Simulation results indicated that asymptotic efficiency holds for α > 0.5. For α = 0.25, MLE’s could not be obtained.

Publication Title

Communications in Statistics - Theory and Methods

Digital Object Identifier (DOI)

10.1080/03610926.2021.1882495

ISSN

03610926

E-ISSN

1532415X

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