Moderate Deviations And Chung Type Laws Of The Iterated Logarithm Of MLE In Random Censoring Model With Incomplete Information

In this paper, we prove that the MLE in random censoring model with incomplete information obeys moderate deviation principle and the Chung type law of the iterated logarithm under some mild conditions by Yurinskii inequality and Taylor expansion. As a corollary, the Chung type laws of the iterated logarithm of the MLE of parameters of exponential lifetime distribution and Weibull distribution are obtained.