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Inference based on progressively censored sample from Pareto population

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  • Lida Fallah
  • Leila Golparvar
  • Ahmad Parsian

Abstract

In this paper, we assume that the lifetimes have a two-parameter Pareto distribution and discuss some results of progressive Type-II censored sample. We obtain maximum likelihood estimators and Bayes estimators of the unknown parameters under squared error loss and a precautionary loss functions in progressively Type-II censored sample. Robust Bayes estimation of unknown parameters over three different classes of priors under progressively Type-II censored sample, squared error loss, and precautionary loss functions are obtained. We discuss estimation of unknown parameters on competing risks progressive Type-II censoring. Finally, we consider the problem of estimating the common scale parameter of two Pareto distributions when samples are progressively Type-II censored.

Suggested Citation

  • Lida Fallah & Leila Golparvar & Ahmad Parsian, 2016. "Inference based on progressively censored sample from Pareto population," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(1), pages 9-24, January.
  • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:1:p:9-24
    DOI: 10.1080/03610926.2013.815778
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