Abstract
Hoadley (Ann Math Stat 42:1977–1991, 1971) studied the weak law of large numbers for independent and non-identically distributed random variables. Using that result along with the missing information principle, we establish the consistency and asymptotic normality of maximum likelihood estimators based on progressively Type-II censored samples.
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N. Balakrishnan is a visiting professor at King Saud University, Saudi Arabia and National Central University, Taiwan.
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Lin, CT., Balakrishnan, N. Asymptotic properties of maximum likelihood estimators based on progressive Type-II censoring. Metrika 74, 349–360 (2011). https://doi.org/10.1007/s00184-010-0306-8
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DOI: https://doi.org/10.1007/s00184-010-0306-8