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Estimating the parameters of an inverse Weibull distribution under progressive type-I interval censoring

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  • Sukhdev Singh

    (Indian Institute of Technology Patna)

  • Yogesh Mani Tripathi

    (Indian Institute of Technology Patna)

Abstract

In this paper, we consider the problem of estimating unknown parameters of an inverse Weibull distribution when it is known that samples are progressive type-I interval censored. We propose an EM algorithm to obtain maximum likelihood estimates and mid point estimates. For comparison purpose Bayes estimates are also obtained under the square error loss function. A simulation study is conducted to access the performance of the proposed estimators and recommendations are made on the basis of simulation results. A real data set is also analyzed in detail for an illustration purpose. Finally, by making use of expected Fisher information matrix various inspection times and optimal censoring schemes are obtained.

Suggested Citation

  • Sukhdev Singh & Yogesh Mani Tripathi, 2018. "Estimating the parameters of an inverse Weibull distribution under progressive type-I interval censoring," Statistical Papers, Springer, vol. 59(1), pages 21-56, March.
    • Handle: RePEc:spr:stpapr:v:59:y:2018:i:1:d:10.1007_s00362-016-0750-2
    DOI: 10.1007/s00362-016-0750-2
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    References listed on IDEAS

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    1. 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.
    2. 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.
    3. Yu-Jau Lin & Y. L. Lio, 2012. "Bayesian inference under progressive type-I interval censoring," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(8), pages 1811-1824, April.
    4. Chen, D.G. & Lio, Y.L., 2010. "Parameter estimations for generalized exponential distribution under progressive type-I interval censoring," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1581-1591, June.
    5. Sanjay Kumar Singh & Umesh Singh & Dinesh Kumar, 2013. "Bayesian estimation of parameters of inverse Weibull distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(7), pages 1597-1607, July.
    6. Biswabrata Pradhan & Debasis Kundu, 2009. "On progressively censored generalized exponential distribution," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(3), pages 497-515, November.
    7. Sukhdev Singh & Yogesh Tripathi, 2015. "Reliability sampling plans for a lognormal distribution under progressive first-failure censoring with cost constraint," Statistical Papers, Springer, vol. 56(3), pages 773-817, August.
    8. 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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    Cited by:

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    2. Sukhdev Singh & Reza Arabi Belaghi & Mehri Noori Asl, 2019. "Estimation and prediction using classical and Bayesian approaches for Burr III model under progressive type-I hybrid 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. 10(4), pages 746-764, August.
    3. Paula R. Bouzas & Nuria Ruiz-Fuentes & Carmen Montes-Gijón & Juan Eloy Ruiz-Castro, 2021. "Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events," Statistical Papers, Springer, vol. 62(1), pages 235-265, February.
    4. Refah Alotaibi & Hoda Rezk & Sanku Dey & Hassan Okasha, 2021. "Bayesian estimation for Dagum distribution based on progressive type I interval censoring," PLOS ONE, Public Library of Science, vol. 16(6), pages 1-17, June.
    5. Mahdi Teimouri, 2022. "bccp: an R package for life-testing and survival analysis," Computational Statistics, Springer, vol. 37(1), pages 469-489, March.

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