EDGEWORTH EXPANSION AND BOOTSTRAP APPROXIMATION FOR THE STUDENTIZED MLE FROM RANDOMLY CENSORED EXPONENTIAL SAMPLES

摘要

In this paper, the author studies the asymptotic accuracies of the one-term Edgeworth expansions and the bootstrap approximation for the studentized MLE from randomly censored exponential population. It is shown that the Edgeworth expansions and the bootstrap approaimation are asymptotically close to the exact distribution of the studentized MLE with a rate.