Abstract
This chapter discusses the properties of order statistics and uses the results for estimating the parameters of the one and two parameter exponential distributions. It summarizes the important properties of order statistics from the exponential distribution and describes various types of censoring. The estimates of scale parameter of the exponential distribution for Type I, Type II, and randomly censored data are derived in the chapter. The inferences concerning the two-parameter exponential distribution are also considered in the chapter. These results are extended to two or more independent Type II censored samples. Order restricted inference for the scale parameters of exponential distributions are also discussed in the chapter. Bayesian inference and Bayesian estimates of scale parameter, for Type I and Type H censored samples, are presented in the chapter.
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