In this thesis , we consider three methods of estimation for a regression coefficients namely maximum likelihood ( ML), weighted least squares ( WLS ), and modified weighted least squares ( MWLS ) , in which the underlay distribution is exponential with censored type II data, where the effect of the explanatory variables on the mean is given by the model μ =exp(χ' β ). Approximation of digamma and digamma functions are used in estimators for MWLS estimators when tables of these functions are not available . Moment properties of the estimators and bias approximation for the ML estimators and the MWLS estimators are given together with the results of a Monte Carlo investigation comparing for the case of a single explanatory variable .