Estimation of the Scale Parameter of Generalized Exponential Distribution Using Order Statistics

Abstract

In this paper we have developed an estimator for the scale parameter of generalized exponential distribution using an appropriate Ustatistic defined by the Best Linear Unbiased Estimator (BLUE) based on order statistics of a random sample of size 2 as the kernel. We have compared our estimator with the maximum likelihood estimator and an unbiased estimator based on sample mean.

Keywords

Generalized exponential distribution Order statistics U-statistics Best linear unbiased estimate.

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