Paramter Estimation of Inverse Weibull Dist for Type II Censored Sample

Parameter estimation become complicated when censoring is present in the sample. Some time it is not possible to give a mathematical expression about estimated values of parameters in Maximum Likelihood (ML) method. In this situation iteration method is used to find estimated values of parameters in numeric form. There are several Modified Maximum Likelihood (MML) estimation procedures which provide a mathematical expression about parametric value. Suresh (2004) used Taylor expansion series to linearize the intractable term in likelihood equations. In this research a simple approximation has been proposed for intractable term to estimate scale parameter keeping shape parameter fixed of two parameter Inverse Weibull distribution from doubly type ll censored sample. By studying the effect of censored sample in terms of asymptotic variances and Mean square errors of order statistics. It is observed that scale parameter is effected by left censored sample more than the right censored sample.