Estimators for the correlation coefficient in a bivariate exponential distribution

摘要

The properties of some estimators for the correlation coefficient in a bivariate exponential distribution are considered. The estimators include the maximum likelihood estimator, the method of moments estimator, an estimator based on the sample correlation coefficient and two bias reduction estimators. Results for the means and mean square errors of the estimators are given for sample sizesn=10, 20 as obtained from a Monte Carlo investigation. Finally, some asymptotic efficiency results are presented.