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Parameter estimation of the inverted exponentiated Rayleigh distribution based on progressively first-failure censored samples

Author

Listed:
  • Shuo Gao

    (Beijing Jiaotong University)

  • Wenhao Gui

    (Beijing Jiaotong University)

Abstract

We study statistical inference of the inverted exponentiated Rayleigh distribution under progressively first-failure censoring samples in our paper. Specifically, we deal with Maximum likelihood and Bayes estimators of parameters. The observed Fisher matrix is conducive to obtain asymptotic confidence interval. Parametric bootstrap methods are applied to provide the confidence intervals. Bayes estimators in terms of squared error loss function are derived with Metropolis–Hastings technique, which are helpful to construct highest posterior density credible intervals. We compare the behavior of various estimators by conducting Monte Carlo simulations. A set of actual data is analyzed to introduce the proposed methods.

Suggested Citation

  • Shuo Gao & Wenhao Gui, 2019. "Parameter estimation of the inverted exponentiated Rayleigh distribution based on progressively first-failure censored samples," 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(5), pages 925-936, October.
    • Handle: RePEc:spr:ijsaem:v:10:y:2019:i:5:d:10.1007_s13198-019-00822-9
    DOI: 10.1007/s13198-019-00822-9
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    References listed on IDEAS

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    1. Soliman, Ahmed A. & Abd-Ellah, Ahmed H. & Abou-Elheggag, Naser A. & Abd-Elmougod, Gamal A., 2012. "Estimation of the parameters of life for Gompertz distribution using progressive first-failure censored data," Computational Statistics & Data Analysis, Elsevier, vol. 56(8), pages 2471-2485.
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