IDEAS home Printed from https://ideas.repec.org/a/spr/ijsaem/v10y2019i5d10.1007_s13198-019-00875-w.html
   My bibliography  Save this article

Estimation for the generalized Fréchet distribution under progressive censoring scheme

Author

Listed:
  • Kousik Maiti

    (National Institute of Technology Rourkela)

  • Suchandan Kayal

    (National Institute of Technology Rourkela)

Abstract

This paper takes into account the estimation of the unknown model parameters and the reliability characteristics for a generalized Fréchet distribution under progressive type-II censored sample. Maximum likelihood estimates are obtained. We calculate asymptotic confidence intervals and also compare in terms of their coverage probabilities for the unknown parameters, and the reliability and hazard rate functions. Further, Bayes estimates are derived with respect to various balanced type symmetric as well as asymmetric loss functions. Note that it is impossible to get the estimates in closed-form. So, we adopt importance sampling method in computing the Bayes estimates. Furthermore, we consider one-sample and two-sample prediction problems under Bayesian framework. In this case, the appropriate predictive intervals are proposed. Monte Carlo simulations are performed to observe the performance of various estimates. Moreover, results from simulation studies indicating the performance of the proposed methods are included. Finally, a real dataset is considered and analyzed for the illustration of the inferential procedures studied in this paper.

Suggested Citation

  • Kousik Maiti & Suchandan Kayal, 2019. "Estimation for the generalized Fréchet distribution under progressive censoring scheme," 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 1276-1301, October.
    • Handle: RePEc:spr:ijsaem:v:10:y:2019:i:5:d:10.1007_s13198-019-00875-w
    DOI: 10.1007/s13198-019-00875-w
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s13198-019-00875-w
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s13198-019-00875-w?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. A. Asgharzadeh & N. Sanjari Farsipour, 2008. "Estimation of the exponential mean time to failure under a weighted balanced loss function," Statistical Papers, Springer, vol. 49(1), pages 121-131, March.
    2. Jung-In Seo & Suk-Bok Kang, 2016. "An objective Bayesian analysis of the two-parameter half-logistic distribution based on progressively type-II censored samples," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(12), pages 2172-2190, September.
    3. D. R. Barot & M. N. Patel, 2017. "Posterior analysis of the compound Rayleigh distribution under balanced loss functions for censored data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(3), pages 1317-1336, February.
    4. Sanku Dey & Tanujit Dey, 2014. "On progressively censored generalized inverted exponential distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(12), pages 2557-2576, December.
    5. Sanku Dey & Vikas Kumar Sharma & M. Z. Anis & Babita Yadav, 2017. "Assessing lifetime performance index of Weibull distributed products using progressive type II right 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. 8(2), pages 318-333, June.
    6. Zellner, Arnold, 1988. "Bayesian analysis in econometrics," Journal of Econometrics, Elsevier, vol. 37(1), pages 27-50, January.
    7. Mohammad Jafari Jozani & Éric Marchand & Ahmad Parsian, 2012. "Bayesian and Robust Bayesian analysis under a general class of balanced loss functions," Statistical Papers, Springer, vol. 53(1), pages 51-60, February.
    8. N. Balakrishnan, 2007. "Progressive censoring methodology: an appraisal," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(2), pages 211-259, August.
    9. Devendra Pratap Singh & Yogesh Mani Tripathi & Manoj Kumar Rastogi & Nikhil Dabral, 2017. "Estimation and prediction for a Burr type-III distribution with progressive censoring," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(19), pages 9591-9613, October.
    10. Sachin Chaudhary & Sanjeev K. Tomer, 2018. "Estimation of stress–strength reliability for Maxwell distribution under progressive type-II censoring scheme," 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. 9(5), pages 1107-1119, October.
    11. N. Balakrishnan, 2007. "Rejoinder on: Progressive censoring methodology: an appraisal," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(2), pages 290-296, August.
    12. N. Farsipour & A. Asgharzadeh, 2004. "Estimation of a normal mean relative to balanced loss functions," Statistical Papers, Springer, vol. 45(2), pages 279-286, April.
    13. Kyeongjun Lee & Youngseuk Cho, 2017. "Bayesian and maximum likelihood estimations of the inverted exponentiated half logistic distribution under progressive Type II censoring," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(5), pages 811-832, April.
    14. Essam A. Ahmed, 2014. "Bayesian estimation based on progressive Type-II censoring from two-parameter bathtub-shaped lifetime model: an Markov chain Monte Carlo approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(4), pages 752-768, April.
    15. Manoj Kumar & Sanjay Kumar Singh & Umesh Singh, 2018. "Bayesian inference for Poisson-inverse exponential distribution under progressive type-II censoring with binomial removal," 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. 9(6), pages 1235-1249, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ashish Kumar Shukla & Sakshi Soni & Kapil Kumar, 2023. "An inferential analysis for the Weibull-G family of distributions under progressively censored data," OPSEARCH, Springer;Operational Research Society of India, vol. 60(3), pages 1488-1524, September.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Anurag Pathak & Manoj Kumar & Sanjay Kumar Singh & Umesh Singh & Manoj Kumar Tiwari & Sandeep Kumar, 2022. "Bayesian inference for Maxwell Boltzmann distribution on step-stress partially accelerated life test under progressive type-II censoring with binomial removals," 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. 13(4), pages 1976-2010, August.
    2. Wenjie Zhang & Wenhao Gui, 2022. "Statistical Inference and Optimal Design of Accelerated Life Testing for the Chen Distribution under Progressive Type-II Censoring," Mathematics, MDPI, vol. 10(9), pages 1-21, May.
    3. Kousik Maiti & Suchandan Kayal, 2023. "Estimating Reliability Characteristics of the Log-Logistic Distribution Under Progressive Censoring with Two Applications," Annals of Data Science, Springer, vol. 10(1), pages 89-128, February.
    4. Rashad M. EL-Sagheer, 2018. "Estimation of parameters of Weibull–Gamma distribution based on progressively censored data," Statistical Papers, Springer, vol. 59(2), pages 725-757, June.
    5. Ziyad A. Alhussain & Essam A. Ahmed, 2020. "Estimation of exponentiated Nadarajah-Haghighi distribution under progressively type-II censored sample with application to bladder cancer data," Indian Journal of Pure and Applied Mathematics, Springer, vol. 51(2), pages 631-657, June.
    6. Essam A. Ahmed, 2014. "Bayesian estimation based on progressive Type-II censoring from two-parameter bathtub-shaped lifetime model: an Markov chain Monte Carlo approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(4), pages 752-768, April.
    7. Essam A. Ahmed, 2017. "Estimation and prediction for the generalized inverted exponential distribution based on progressively first-failure-censored data with application," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(9), pages 1576-1608, July.
    8. Mazen Nassar & Refah Alotaibi & Ahmed Elshahhat, 2023. "Reliability Estimation of XLindley Constant-Stress Partially Accelerated Life Tests using Progressively Censored Samples," Mathematics, MDPI, vol. 11(6), pages 1-24, March.
    9. Park, Sangun & Ng, Hon Keung Tony & Chan, Ping Shing, 2015. "On the Fisher information and design of a flexible progressive censored experiment," Statistics & Probability Letters, Elsevier, vol. 97(C), pages 142-149.
    10. Rui Hua & Wenhao Gui, 2022. "Revisit to progressively Type-II censored competing risks data from Lomax distributions," Journal of Risk and Reliability, , vol. 236(3), pages 377-394, June.
    11. Refah Alotaibi & Mazen Nassar & Hoda Rezk & Ahmed Elshahhat, 2022. "Inferences and Engineering Applications of Alpha Power Weibull Distribution Using Progressive Type-II Censoring," Mathematics, MDPI, vol. 10(16), pages 1-21, August.
    12. Jerzy Baran & Agnieszka Stępień-Baran, 2013. "Sequential estimation of a location parameter and powers of a scale parameter from delayed observations," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(3), pages 263-280, August.
    13. Olayan Albalawi & Naresh Chandra Kabdwal & Qazi J. Azhad & Rashi Hora & Basim S. O. Alsaedi, 2022. "Estimation of the Generalized Logarithmic Transformation Exponential Distribution under Progressively Type-II Censored Data with Application to the COVID-19 Mortality Rates," Mathematics, MDPI, vol. 10(7), pages 1-19, March.
    14. Mahdi Teimouri, 2022. "bccp: an R package for life-testing and survival analysis," Computational Statistics, Springer, vol. 37(1), pages 469-489, March.
    15. Wu, Shuo-Jye & Huang, Syuan-Rong, 2017. "Planning two or more level constant-stress accelerated life tests with competing risks," Reliability Engineering and System Safety, Elsevier, vol. 158(C), pages 1-8.
    16. Bander Al-Zahrani & Areej M. AL-Zaydi, 2022. "Moments of progressively type-II censored order statistics from the complementary exponential geometric distribution and associated inference," 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. 13(3), pages 1052-1065, June.
    17. Amel Abd-El-Monem & Mohamed S. Eliwa & Mahmoud El-Morshedy & Afrah Al-Bossly & Rashad M. EL-Sagheer, 2023. "Statistical Analysis and Theoretical Framework for a Partially Accelerated Life Test Model with Progressive First Failure Censoring Utilizing a Power Hazard Distribution," Mathematics, MDPI, vol. 11(20), pages 1-21, October.
    18. E. M. Almetwally & H. M. Almongy & M. K. Rastogi & M. Ibrahim, 2020. "Maximum Product Spacing Estimation of Weibull Distribution Under Adaptive Type-II Progressive Censoring Schemes," Annals of Data Science, Springer, vol. 7(2), pages 257-279, June.
    19. Qiang Zhang & Lijun Wu & Qianqian Cui, 2017. "The balanced credibility estimators with correlation risk and inflation factor," Statistical Papers, Springer, vol. 58(3), pages 659-672, September.
    20. Xiaojun Zhu & N. Balakrishnan & Helton Saulo, 2019. "On the existence and uniqueness of the maximum likelihood estimates of parameters of Laplace Birnbaum–Saunders distribution based on Type-I, Type-II and hybrid censored samples," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(7), pages 759-778, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:ijsaem:v:10:y:2019:i:5:d:10.1007_s13198-019-00875-w. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.