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Inference and prediction for modified Weibull distribution based on doubly censored samples

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  • Kotb, M.S.
  • Raqab, M.Z.

Abstract

In this article, inference for the modified Weibull (MW) distribution under type-II doubly censored sample is discussed. Maximum likelihood estimator (MLE) and Bayes estimators (BEs) based on conjugate and discrete priors are derived for three unknown parameters. The BEs are studied under squared error loss and LINEX error loss functions. The Bayesian prediction (BP) of the ℓ-th ordered observation xℓ in a sample of size n from MW distribution is obtained. A real life data set and simulation data are used to illustrate the results derived.

Suggested Citation

  • Kotb, M.S. & Raqab, M.Z., 2017. "Inference and prediction for modified Weibull distribution based on doubly censored samples," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 132(C), pages 195-207.
    • Handle: RePEc:eee:matcom:v:132:y:2017:i:c:p:195-207
    DOI: 10.1016/j.matcom.2016.07.014
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    References listed on IDEAS

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    1. Geisser, Seymour, 1985. "Interval prediction for Pareto and exponential observables," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 173-185.
    2. Hirotugu Akaike, 1969. "Fitting autoregressive models for prediction," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 21(1), pages 243-247, December.
    3. Basak, Prasanta & Basak, Indrani & Balakrishnan, N., 2009. "Estimation for the three-parameter lognormal distribution based on progressively censored data," Computational Statistics & Data Analysis, Elsevier, vol. 53(10), pages 3580-3592, August.
    4. Chansoo Kim & Seongho Song, 2010. "Bayesian estimation of the parameters of the generalized exponential distribution from doubly censored samples," Statistical Papers, Springer, vol. 51(3), pages 583-597, September.
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    Citations

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    Cited by:

    1. Hanieh Panahi, 2019. "Estimation for the parameters of the Burr Type XII distribution under doubly censored sample with application to microfluidics data," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 10(4), pages 510-518, August.
    2. Ke Wu & Liang Wang & Li Yan & Yuhlong Lio, 2021. "Statistical Inference of Left Truncated and Right Censored Data from Marshall–Olkin Bivariate Rayleigh Distribution," Mathematics, MDPI, vol. 9(21), pages 1-24, October.
    3. M. S. Kotb & M. Z. Raqab, 2021. "Estimation of reliability for multi-component stress–strength model based on modified Weibull distribution," Statistical Papers, Springer, vol. 62(6), pages 2763-2797, December.
    4. Kotb, M.S. & Raqab, M.Z., 2019. "Statistical inference for modified Weibull distribution based on progressively type-II censored data," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 162(C), pages 233-248.

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