William Volterman, R. Arabi Belaghi, N. Balakrishnan
Abstract: For two independent sequences of independent and identically distributed exponential random variables with different scale parameters based on observed lower-joint records, inter-record times, and record indicators. The conditional maximum likelihood estimators are considered as well as various interval estimators. A simulation method is given to efficiently generate these lower-joint records which is utilized in a Monte Carlo study of the coverage probabilities of the interval estimators.
Journal: Computational Statistics (2017)
DOI: 10.1007/s00180-017-0761-z