© Abu Awwad R.R., Abufoudeh G.K., Alokaily S., Almheidat M. Article available under the CC BY-SA 4.0 licence
ARTICLE
ABSTRACT
This study presents a comparative analysis of different estimation methods for the parameter θ of the exponential distribution under progressive Type II censoring. We compare maximum likelihood estimation with Bayesian approaches using squared error and Kullback- Leibler loss functions under different prior specifications. The theoretical developments presented are well established in the statistical literature; our contribution lies in the systematic empirical comparison of these methods. Through simulation studies and real data application, we examine the finite-sample behavior of these estimators to provide practical guidance for researchers. A real dataset from Lawless (1982) illustrates the application of these methods.
KEYWORDS
comparative study, exponential distribution, progressive Type II censoring, Kullback-Leibler loss function, Bayesian estimation, maximum likelihood estimation
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