Interval Estimations of the Two-Parameter Exponential Distribution

Table 3

Results from simulation studies for the parameter of interest 𝜎.

𝑛	𝜎	𝜇	Method	Lower error	Upper error	central Coverage
2	3	1	mle	0.0505	0.0000	0.9495
			𝑟	0.0117	0.0526	0.9357
			𝑟^∗	0.0245	0.0227	0.9528
			exact	0.0249	0.0231	0.9520
5	1	2	mle	0.0447	0.0000	0.9553
			𝑟	0.0175	0.0400	0.9425
			𝑟^∗	0.0248	0.0266	0.9486
			exact	0.0249	0.0266	0.9485
8	6	4	mle	0.0388	0.0021	0.9591
			𝑟	0.0167	0.0339	0.9494
			𝑟^∗	0.0217	0.0256	0.9527
			exact	0.0217	0.0256	0.9527
10	0.5	5	mle	0.0415	0.0042	0.9543
			𝑟	0.0220	0.0331	0.9449
			𝑟^∗	0.0274	0.0248	0.9478
			exact	0.0275	0.0248	0.9477