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Parameter and Reliability Inferences of Inverted Exponentiated Half-Logistic Distribution under the Progressive First-Failure Censoring

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  • Fengshi Zhang

    (Department of Mathematics, Beijing Jiaotong University, Beijing 100044, China)

  • Wenhao Gui

    (Department of Mathematics, Beijing Jiaotong University, Beijing 100044, China)

Abstract

Using progressive first-failure censored samples, we mainly study the inferences of the unknown parameters and the reliability and failure functions of the Inverted Exponentiated Half-Logistic distribution. The progressive first-failure censoring is an extension and improvement of progressive censoring, which is of great significance in the field of lifetime research. Besides maximum likelihood estimation, we use Bayesian estimation under unbalanced and balanced losses: General Entropy loss function, Squared Error loss function and Linex loss function. Approximate explicit expression of Bayesian estimation is given using Lindley approximation method for point estimation and Metropolis-Hastings method for point and interval estimation. Bayesian credible intervals and asymptotic confidence intervals are derived in the form of average length and coverage probability. To show the research effects, a simulation study and practical data analysis are carried out. Finally, we discuss the optimal censoring mode under four different criteria.

Suggested Citation

  • Fengshi Zhang & Wenhao Gui, 2020. "Parameter and Reliability Inferences of Inverted Exponentiated Half-Logistic Distribution under the Progressive First-Failure Censoring," Mathematics, MDPI, vol. 8(5), pages 1-29, May.
  • Handle: RePEc:gam:jmathe:v:8:y:2020:i:5:p:708-:d:353603
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    References listed on IDEAS

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    1. Wu, Shuo-Jye & Kus, Coskun, 2009. "On estimation based on progressive first-failure-censored sampling," Computational Statistics & Data Analysis, Elsevier, vol. 53(10), pages 3659-3670, August.
    2. Adatia, A., 2000. "Estimation of parameters of the half-logistic distribution using generalized ranked set sampling," Computational Statistics & Data Analysis, Elsevier, vol. 33(1), pages 1-13, March.
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