IDEAS home Printed from https://ideas.repec.org/a/spr/ijsaem/v9y2018i2d10.1007_s13198-017-0688-3.html
   My bibliography  Save this article

Classical and Bayesian estimation in log-logistic distribution under random censoring

Author

Listed:
  • Kapil Kumar

    (Central University of Haryana)

Abstract

This article deals with the classical and Bayesian estimation of the parameters of log-logistic distribution using random censorship model. The maximum likelihood estimators and the asymptotic confidence intervals based on observed Fisher information matrix of the parameters are derived. Bayes estimators of the parameters under generalized entropy loss function using independent gamma priors are obtained. For Bayesian computation, Tierney–Kadane’s approximation and Markov chain Monte Carlo (MCMC) methods are used. Also, the highest posterior credible intervals of the parameters based on MCMC method are constructed. A Monte Carlo simulation study is carried out to compare the behavior of various estimators developed in this article. Finally, a real data analysis is performed for illustration purposes.

Suggested Citation

  • Kapil Kumar, 2018. "Classical and Bayesian estimation in log-logistic distribution under random censoring," 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(2), pages 440-451, April.
    • Handle: RePEc:spr:ijsaem:v:9:y:2018:i:2:d:10.1007_s13198-017-0688-3
    DOI: 10.1007/s13198-017-0688-3
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s13198-017-0688-3
    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/s13198-017-0688-3?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. Ameraoui, Abdelkader & Boukhetala, Kamal & Dupuy, Jean-François, 2016. "Bayesian estimation of the tail index of a heavy tailed distribution under random censoring," Computational Statistics & Data Analysis, Elsevier, vol. 104(C), pages 148-168.
    2. Kapil Kumar & Renu Garg & Hare Krishna, 2017. "Nakagami distribution as a reliability model under progressive censoring," 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(1), pages 109-122, March.
    3. Arnold, Barry C. & Press, S. James, 1983. "Bayesian inference for pareto populations," Journal of Econometrics, Elsevier, vol. 21(3), pages 287-306, April.
    4. M. Ghitany, 2001. "A compound Rayleigh survival model and its application to randomly censored data," Statistical Papers, Springer, vol. 42(4), pages 437-450, October.
    5. R. R. L. Kantam & K. Rosaiah & G. Srinivasa Rao, 2001. "Acceptance sampling based on life tests: Log-logistic model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(1), pages 121-128.
    6. Muhammad Danish & Muhammad Aslam, 2013. "Bayesian estimation for randomly censored generalized exponential distribution under asymmetric loss functions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(5), pages 1106-1119.
    7. R. R. L. Kantam & G. Srinivasa Rao & B. Sriram, 2006. "An economic reliability test plan: Log-logistic distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(3), pages 291-296.
    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. Indrajeet Kumar & Shishir Kumar Jha & Kapil Kumar, 2023. "On Some Estimation Methods for the Inverse Pareto Distribution," Annals of Data Science, Springer, vol. 10(4), pages 1035-1068, August.
    2. 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.
    3. Indrajeet Kumar & Kapil Kumar, 2022. "On estimation of $$P(V," 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(1), pages 189-202, February.
    4. 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.

    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. Muhammad Aslam & Chi-Hyuck Jun, 2010. "A double acceptance sampling plan for generalized log-logistic distributions with known shape parameters," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(3), pages 405-414.
    2. Wanbo Lu & Tzong-Ru Tsai, 2009. "Interval censored sampling plans for the log-logistic lifetime distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(5), pages 521-536.
    3. H. Krishna & N. Goel, 2018. "Classical and Bayesian inference in two parameter exponential distribution with randomly censored data," Computational Statistics, Springer, vol. 33(1), pages 249-275, March.
    4. Neha Goel, 2018. "Estimation Methods in Clinical Trials with Randomly Censored Exponential Healing Times and Rayleigh Dropout Times," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 8(3), pages 61-68, October.
    5. Sanku Dey & Mahendra Saha & M. Z. Anis & Sudhansu S. Maiti & Sumit Kumar, 2023. "Estimation and confidence intervals of $$C_{Np}(u,v)$$ C Np ( u , v ) for logistic-exponential distribution with application," 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. 14(1), pages 431-446, March.
    6. Al-Nasser Amjad D. & Ahsan ul Haq Muhammad, 2021. "Acceptance sampling plans from a truncated life test based on the power Lomax distribution with application to manufacturing," Statistics in Transition New Series, Polish Statistical Association, vol. 22(3), pages 1-13, September.
    7. Kantam R. R. L. & Rao A. Vasudeva & Rao G. Srinivasa, 2006. "Control Charts for the Log-Logistic Distribution," Stochastics and Quality Control, De Gruyter, vol. 21(1), pages 77-86, January.
    8. Rao G. Srinivasa & Kantam R. R. L., 2010. "Acceptance Sampling Plans from Truncated Life Tests Based on the Log-Logistic Distributions for Percentiles," Stochastics and Quality Control, De Gruyter, vol. 25(2), pages 153-167, January.
    9. Nirei, Makoto & Sushko, Vladyslav, 2011. "Jumps in foreign exchange rates and stochastic unwinding of carry trades," International Review of Economics & Finance, Elsevier, vol. 20(1), pages 110-127, January.
    10. Al-Omari Amer I., 2016. "Acceptance Sampling Plans Based on Truncated Lifetime Tests for Transmuted Inverse Rayleigh Distribution," Stochastics and Quality Control, De Gruyter, vol. 31(2), pages 85-91, December.
    11. Neha Goel & Hare Krishna, 2022. "Different methods of estimation in two parameter Geometric distribution with randomly censored 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. 13(4), pages 1652-1665, August.
    12. Azeem Ali & Sanku Dey & Haseeb Ur Rehman & Zeeshan Ali, 2019. "On Bayesian reliability estimation of a 1-out-of-k load sharing system model of modified Burr-III distribution," 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 1052-1081, October.
    13. Shovan Chowdhury, 2016. "Type I Censored Acceptance Sampling Plan for the Generalized Weibull Model," Working papers 208, Indian Institute of Management Kozhikode.
    14. 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.
    15. Jose K. K. & Sivadas Remya, 2015. "Negative Binomial Marshall–Olkin Rayleigh Distribution and Its Applications," Stochastics and Quality Control, De Gruyter, vol. 30(2), pages 89-98, December.
    16. Muhammad Aslam & Chi-Hyuck Jun, 2009. "A group acceptance sampling plan for truncated life test having Weibull distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(9), pages 1021-1027.
    17. Mathias Silva & Michel Lubrano, 2023. "Bayesian correction for missing rich using a Pareto II tail with unknown threshold: Combining EU-SILC and WID data," AMSE Working Papers 2320, Aix-Marseille School of Economics, France.
    18. Rosaiah K. & Kantam R. R. L. & Kumar Santosh, 2006. "Reliability Test Plans for Exponentiated Log-Logistic Distribution," Stochastics and Quality Control, De Gruyter, vol. 21(2), pages 279-289, January.
    19. Amer Al-Omari, 2018. "Improved acceptance sampling plans based on truncated life tests for Garima distribution," 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 1287-1293, December.
    20. Arturo Fernández, 2008. "Highest posterior density estimation from multiply censored Pareto data," Statistical Papers, Springer, vol. 49(2), pages 333-341, April.

    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:9:y:2018:i:2:d:10.1007_s13198-017-0688-3. 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.