Abstract
In this paper the study of relative bias (RB), exact variance and mean square error (MSE) of the maximum likelihood estimators of the exponential distribution under type I progressive censoring with changing failure rates is considered. A minimum mean square error (MMSE) estimator for the parameter at each stage is proposed. The numerical evalution of their relative performance is made for selected values of n and p. Further results concerning group-censoring, total expected waiting time and optimal spacings of the times of censoring are derived and results obtained by Kendell and Anderson (1971) are deduced as special cases.
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