IDEAS home Printed from https://ideas.repec.org/a/taf/japsta/v44y2017i9p1576-1608.html
   My bibliography  Save this article

Estimation and prediction for the generalized inverted exponential distribution based on progressively first-failure-censored data with application

Author

Listed:
  • Essam A. Ahmed

Abstract

In this paper, the estimation of parameters for a generalized inverted exponential distribution based on the progressively first-failure type-II right-censored sample is studied. An expectation–maximization (EM) algorithm is developed to obtain maximum likelihood estimates of unknown parameters as well as reliability and hazard functions. Using the missing value principle, the Fisher information matrix has been obtained for constructing asymptotic confidence intervals. An exact interval and an exact confidence region for the parameters are also constructed. Bayesian procedures based on Markov Chain Monte Carlo methods have been developed to approximate the posterior distribution of the parameters of interest and in addition to deduce the corresponding credible intervals. The performances of the maximum likelihood and Bayes estimators are compared in terms of their mean-squared errors through the simulation study. Furthermore, Bayes two-sample point and interval predictors are obtained when the future sample is ordinary order statistics. The squared error, linear-exponential and general entropy loss functions have been considered for obtaining the Bayes estimators and predictors. To illustrate the discussed procedures, a set of real data is analyzed.

Suggested Citation

  • 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.
    • Handle: RePEc:taf:japsta:v:44:y:2017:i:9:p:1576-1608
    DOI: 10.1080/02664763.2016.1214692
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/02664763.2016.1214692
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/02664763.2016.1214692?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. 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.
    2. 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.
    3. 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.
    4. Ng, H. K. T. & Chan, P. S. & Balakrishnan, N., 2002. "Estimation of parameters from progressively censored data using EM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 39(4), pages 371-386, June.
    5. 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.
    6. 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.
    7. Balakrishnan, N. & Kateri, M., 2008. "On the maximum likelihood estimation of parameters of Weibull distribution based on complete and censored data," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 2971-2975, December.
    8. Basak, Indrani & Basak, Prasanta & Balakrishnan, N., 2006. "On some predictors of times to failure of censored items in progressively censored samples," Computational Statistics & Data Analysis, Elsevier, vol. 50(5), pages 1313-1337, March.
    9. Raqab, Mohammad Z. & Asgharzadeh, A. & Valiollahi, R., 2010. "Prediction for Pareto distribution based on progressively Type-II censored samples," Computational Statistics & Data Analysis, Elsevier, vol. 54(7), pages 1732-1743, July.
    10. Wang, Liang & Shi, Yimin, 2012. "Reliability analysis based on progressively first-failure-censored samples for the proportional hazard rate model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(8), pages 1383-1395.
    11. Y. L. Lio & Tzong-Ru Tsai, 2012. "Estimation of δ= P ( X > Y ) for Burr XII distribution based on the progressively first failure-censored samples," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(2), pages 309-322, April.
    12. Manoj Kumar Rastogi & Yogesh Mani Tripathi, 2014. "Estimation for an inverted exponentiated Rayleigh distribution under type II progressive censoring," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(11), pages 2375-2405, November.
    13. Miroslav Ristić & Debasis Kundu, 2015. "Marshall-Olkin generalized exponential distribution," METRON, Springer;Sapienza Università di Roma, vol. 73(3), pages 317-333, 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. 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.
    2. Mohamed A. W. Mahmoud & Mohamed G. M. Ghazal & Hossam M. M. Radwan, 2023. "Bayesian Estimation and Optimal Censoring of Inverted Generalized Linear Exponential Distribution Using Progressive First Failure Censoring," Annals of Data Science, Springer, vol. 10(2), pages 527-554, April.

    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. Ahmed Soliman & N. Abou-elheggag & A. Abd ellah & A. Modhesh, 2012. "Bayesian and non-Bayesian inferences of the Burr-XII distribution for progressive first-failure censored data," METRON, Springer;Sapienza Università di Roma, vol. 70(1), pages 1-25, April.
    2. 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.
    3. Heba S. Mohammed & Saieed F. Ateya & Essam K. AL-Hussaini, 2017. "Estimation based on progressive first-failure censoring from exponentiated exponential distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(8), pages 1479-1494, June.
    4. Essam AL-Hussaini & Alaa Abdel-Hamid & Atef Hashem, 2015. "One-sample Bayesian prediction intervals based on progressively type-II censored data from the half-logistic distribution under progressive stress model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(7), pages 771-783, October.
    5. 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.
    6. 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.
    7. M. Hermanns & E. Cramer, 2018. "Inference with progressively censored k-out-of-n system lifetime data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(4), pages 787-810, December.
    8. M. El-Din & A. Shafay, 2013. "One- and two-sample Bayesian prediction intervals based on progressively Type-II censored data," Statistical Papers, Springer, vol. 54(2), pages 287-307, May.
    9. Ritwik Bhattacharya, 2020. "Implementation of compound optimal design strategy in censored life-testing experiment," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(4), pages 1029-1050, December.
    10. Refah Alotaibi & Ehab M. Almetwally & Indranil Ghosh & Hoda Rezk, 2022. "Classical and Bayesian Inference on Finite Mixture of Exponentiated Kumaraswamy Gompertz and Exponentiated Kumaraswamy Fréchet Distributions under Progressive Type II Censoring with Applications," Mathematics, MDPI, vol. 10(9), pages 1-23, April.
    11. Musleh, Rola M. & Helu, Amal, 2014. "Estimation of the inverse Weibull distribution based on progressively censored data: Comparative study," Reliability Engineering and System Safety, Elsevier, vol. 131(C), pages 216-227.
    12. 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.
    13. Manoj Kumar Rastogi & Yogesh Mani Tripathi, 2014. "Estimation for an inverted exponentiated Rayleigh distribution under type II progressive censoring," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(11), pages 2375-2405, November.
    14. Abdullah Fathi & Al-Wageh A. Farghal & Ahmed A. Soliman, 2022. "Bayesian and Non-Bayesian Inference for Weibull Inverted Exponential Model under Progressive First-Failure Censoring Data," Mathematics, MDPI, vol. 10(10), pages 1-19, May.
    15. Benjamin Laumen & Erhard Cramer, 2019. "Stage life testing," Naval Research Logistics (NRL), John Wiley & Sons, vol. 66(8), pages 632-647, December.
    16. Pareek, Bhuvanesh & Kundu, Debasis & Kumar, Sumit, 2009. "On progressively censored competing risks data for Weibull distributions," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4083-4094, October.
    17. Shubham Saini & Renu Garg, 2022. "Reliability inference for multicomponent stress–strength model from Kumaraswamy-G family of distributions based on progressively first failure censored samples," Computational Statistics, Springer, vol. 37(4), pages 1795-1837, September.
    18. Indrani Basak & N. Balakrishnan, 2017. "Prediction of censored exponential lifetimes in a simple step-stress model under progressive Type II censoring," Computational Statistics, Springer, vol. 32(4), pages 1665-1687, December.
    19. 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.
    20. 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.

    More about this item

    Statistics

    Access and download statistics

    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:taf:japsta:v:44:y:2017:i:9:p:1576-1608. 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: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/CJAS20 .

    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.