Table of Contents
ISRN Probability and Statistics
Volume 2012, Article ID 292384, 15 pages
Research Article

Inference for the Geometric Extreme Exponential Distribution under Progressive Type II Censoring

Department of Mathematics, Faculty of Science, Arak University, Arak 38156-8-8349, Iran

Received 22 June 2012; Accepted 11 July 2012

Academic Editors: M. Galea and M. Montero

Copyright © 2012 Reza Pakyari. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


Geometric extreme exponential (GE-exponential) is one of the nonnegative right-skewed distribution that is suitable for analyzing lifetime data. It is well known that the maximum likelihood estimators (MLEs) of the parameters lead to likelihood equations that have to be solved numerically. In this paper, we provide explicit estimators through an approximation of the likelihood equations based on progressively Type-II-censored samples. The approximate estimators are then used as starting values to find the MLEs numerically. The bias and variances of the MLEs are calculated for a wide range of sample sizes and different progressive censoring schemes through a Monte Carlo simulation study. Moreover, formulas for the observed Fisher information are given which could be used to construct asymptotic confidence intervals. The coverage probabilities of the confidence intervals and the percentage points of pivotal quantities associated with the MLEs are also calculated. A real dataset has been studied for illustrative purposes.