JSM 2011 Online Program

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Abstract Details

Activity Number: 33
Type: Contributed
Date/Time: Sunday, July 31, 2011 : 2:00 PM to 3:50 PM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #302692
Title: A Comparison of Generalized Exponential Distributions
Author(s): Syed Afzal Hossain*+ and Mohammad Ahsanullah
Companies: University of Nebraska and Rider University
Address: 25th STREET and 9th AVENUE, KEARNEY, NE, 68849,
Keywords: Exponential distribution ; Moment generating function ; Hazard rate ; Order statistics ; Minimum variance linear unbiased estimation
Abstract:

This paper compares two three-parameter generalized exponential distributions. The study examines different properties of the models. Parameters of the models are estimated using maximum likelihood estimation method and compared using real life data. kth order statistics, moments and moment generating functions of the order statistics, the higher order product moments of the order statistics are compared as well. Parameters in the probability density function of the kth order statistics are estimated using minimum variance linear unbiased estimation (MVLUE)method. Numerical examples of MVLUE are provided for various values of the shape parameter.


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