Estimation of the Parameter of an Exponential Distribution When Applying Maximum Likelihood and Probability Plot Methods Using Simulation

Exponential Distribution is probably the most important distribution in reliability work. In this paper, estimating the scale parameter of an exponential distribution was proposed through out employing maximum likelihood estimator and probability plot methods for different samples size. M ean square error was implemented as an indicator of p erformance for assumed several values of the parameter and computer simulation has been carried out to analysis the obtained results.