Hai Yan XU;He Liang FEI
Journal of Systems Science and Complexity. 2005, 18(1): 86-094.
Because of the importance of grouped data, many scholars have been devoted to
the study of this kind of data. But, few documents have been concerned with the
threshold parameter. In this paper, we assume that the threshold parameter is smaller
than the first observing point. Then, on the basis of the two-parameter exponential
distribution, the maximum likelihood estimations of both parameters are given, the
sufficient and necessary conditions for their existence and uniqueness are argued,
and the asymptotic properties of the estimations are also presented, according to
which approximate confidence intervals of the parameters are derived. At the same
time, the estimation of the parameters is generalized, and some methods are
introduced to get explicit expressions of these generalized estimations. Also, a
special case where the first failure time of the units is observed is
considered.