Estimation for flexible Weibull extension under progressive Type-II censoring

Sanjay Kumar Singh ； Umesh Singh ； Vikas Kumar Sharma ； Manoj Kumar

《Journal of Data Science》 13卷1期 (2015/01) Pp. 21-41

https://doi.org/10.6339/JDS.201501_13(1).0002

並列摘要

In this paper, we discussed classical and Bayes estimation procedures for estimating the unknown parameters as well as the reliability and hazard functions of the flexible Weibull distribution when observed data are collected under progressively Type-II censoring scheme. The performances of the maximum likelihood and Bayes estimators are compared in terms of their mean squared errors through the simulation study. For the computation of Bayes estimates, we proposed the use of Lindley’s approximation and Markov Chain Monte Carlo (MCMC) techniques since the posteriors of the parameters are not analytically tractable. Further, we also derived the one and two sample posterior predictive densities of future samples and obtained the predictive bounds for future observations using MCMC techniques. To illustrate the discussed procedures, a set of real data is analysed.

並列關鍵字

Progressive Type-II censored data ； reliability and hazard functions ； maximum likelihood estimation ； Bayes estimation ； Bayes prediction