An Estimation of the Entropy for a Double Exponential Distribution Based on Multiply Type-II Censored Samples

• Main Authors: Jun-Tae Han, Jinsoo Kim, Suk-Bok Kang, Young-Seuk Cho
• Format: Article
• Language: English
• Published: MDPI AG 2012-01-01
• Series: Entropy
• Subjects: double exponential distribution; entropy; multiply Type-II censored sample
• Online Access: http://www.mdpi.com/1099-4300/14/2/161/

In many life-testing and reliability studies, the experimenter might not always obtain complete information on failure times for all experimental units. Multiply Type-II censored sampling arises in a life-testing experiment whenever the experimenter does not observe the failure times of some units placed on a life-test. In this paper, we obtain estimators for the entropy function of a double exponential distribution under multiply Type-II censored samples using the maximum likelihood estimation and the approximate maximum likelihood estimation procedures. We compare the proposed estimators in the sense of the mean squared errors by using Monte Carlo simulation.