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Bayesian inferences and prediction of exponentiated exponential distribution based on multiple interval censored data

Author

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  • Shubham Agnihotri

    (Banaras Hindu University)

  • Sanjay Kumar Singh

    (Banaras Hindu University)

  • Umesh Singh

    (Banaras Hindu University)

Abstract

This article carefully defines a multiple interval censoring plan, and its scope of application in the Bayesian setup is demonstrated. The Bayes estimators of shape and scale parameters of the exponentiated exponential distribution are obtained under symmetric and asymmetric loss functions. Additionally, the credible intervals for both parameters are obtained. The performances of Bayes estimators and credible intervals are investigated through the appropriate Monte Carlo method. Furthermore, the authors also considered the prediction of future samples as well as the prediction interval. Lastly, a real-world example is presented in order to illustrate the effectiveness of the proposed methods.

Suggested Citation

  • Shubham Agnihotri & Sanjay Kumar Singh & Umesh Singh, 2025. "Bayesian inferences and prediction of exponentiated exponential distribution based on multiple interval censored data," Computational Statistics, Springer, vol. 40(5), pages 2635-2655, June.
    • Handle: RePEc:spr:compst:v:40:y:2025:i:5:d:10.1007_s00180-024-01565-3
    DOI: 10.1007/s00180-024-01565-3
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    References listed on IDEAS

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    1. 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.
    2. Nandini Kannan & Debasis Kundu & P. Nair & R. C. Tripathi, 2010. "The generalized exponential cure rate model with covariates," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(10), pages 1625-1636.
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    5. Peng Xiuyun & Yan Zaizai, 2016. "Bayesian estimation and prediction for the inverse weibull distribution under general progressive censoring," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(3), pages 621-635, February.
    6. Gupta, Rameshwar D. & Kundu, Debasis, 2003. "Discriminating between Weibull and generalized exponential distributions," Computational Statistics & Data Analysis, Elsevier, vol. 43(2), pages 179-196, June.
    7. Kundu, Debasis & Howlader, Hatem, 2010. "Bayesian inference and prediction of the inverse Weibull distribution for Type-II censored data," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1547-1558, June.
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