THE ESTIMATION OF THE PARAMETERS OF THE ITERATED EXPONENTIAL DISTRIBUTION FROM SINGLY CENSORED SAMPLES

location and scale parameters only, least squares estimators of the parameters may be obtained, using order statistics. The resulting estimators are unbiased and have minimal variance. Lieblein [1954] derived such estimators, by a different argument, for the iterated exponential, or extreme-value, distribution. Winer et al. [1962] found that the body temperatures of men working in a hot, humid environment have an iterated exponential distribution. In the study of heat responses in men it sometimes happens that a subject reaches a dangerously high body temperature, and has to be withdrawn from the experiment. This procedure clearly leads to singly censored samples. Lloyd's method of using order statistics to estimate the parameters is easily extended to the case of singly censored samples.