Recurrence Relations for Moments of Order Statistics from the Lindley Distribution with General Multiply Type-II Censored Sample

Abstract

In this paper, we derive the recurrence relations for the moments of function of single and two order statistics from Lindley distribution. We also consider the maximum likelihood estimation (MLE) of the parameter of the distribution based on multiply type-II censoring. The maximum likelihood estimator is comupted numerically because it does not have an explicit form for the parameter. Then, a Monte Carlo simulation study is carried out to evaluate the performance of the MLE obtained from multiply type-II censored sample.