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Bayesian and non-Bayesian inferences of the Burr-XII distribution for progressive first-failure censored data

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  • Ahmed Soliman

    ()

  • N. Abou-elheggag

    ()

  • A. Abd ellah

    ()

  • A. Modhesh

    ()

Abstract

In this paper, based on a new type of censoring scheme called a progressive first-failure censored, the maximum likelihood (ML) and the Bayes estimators for the two unknown parameters of the Burr type XII distribution are derived. This type of censoring contains as special cases various types of censoring schemes used in the literature. When the two parameters are unknown, the Bayes estimators can not be obtained in explicit forms. We use Lindley’s approximation to compute the Bayes estimates and the Gibbs sampling procedure to calculate the credible intervals. A Bayesian approach using Markov Chain Monte Carlo (MCMC) techniques to generate from the posterior distributions and in turn computing the Bayes estimators is developed. Point estimation and confidence intervals based on maximum likelihood and bootstrap methods are also proposed. The approximate Bayes estimators have been obtained under the assumptions of informative and non-informative priors. A numerical example using real data set is provided to illustrate the proposed methods. Finally, the maximum likelihood and different Bayes estimators are compared via a Monte Carlo simulation study. Copyright Sapienza Università di Roma 2012

Suggested Citation

  • 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.
  • Handle: RePEc:spr:metron:v:70:y:2012:i:1:p:1-25
    DOI: 10.1007/BF03263568
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    References listed on IDEAS

    as
    1. 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.
    2. Mahmoud R. Mahmoud & Khalaf S. Sultan & Hassan M. Saleh, 2006. "Progressively censored data from the linear exponential distribution: moments and estimation," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 199-215.
    3. 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.
    4. 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.
    5. 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.
    6. Shuo-Jye Wu & Chun-Tao Chang & Tzong-Ru Tsai, 2003. "Point and interval estimations for the Gompertz distribution under progressive type-II censoring," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 403-418.
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