Consider a random sample X1, X2, . . . , Xn from the shifted exponential pdf f(x;
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Consider a random sample X1, X2, . . . , Xn from the shifted exponential pdf f(x; l, u) 5 e le2l(x2u) x $ u 0 otherwise u
u m mˆ 5 X m
Taking 0 gives the pdf of the exponential distribution considered previously (with positive density to the right of zero). An example of the shifted exponential distribution appeared in Example 4.5, in which the variable of interest was time headway in traffic flow and .5 was the minimum possible time headway.
a. Obtain the maximum likelihood estimators of and l.
b. If n 10 time headway observations are made, resulting in the values 3.11, .64, 2.55, 2.20, 5.44, 3.42, 10.39, 8.93, 17.82, and 1.30, calculate the estimates of and l.
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Related Book For
Probability And Statistics For Engineering And The Sciences
ISBN: 9781133169345
8th Edition
Authors: Jay L Devore, Roger Ellsbury
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