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Bayesian and maximum likelihood estimations of the inverted exponentiated half logistic distribution under progressive Type II censoring

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  • Kyeongjun Lee
  • Youngseuk Cho

Abstract

In this paper, the estimation of parameters, reliability and hazard functions of a inverted exponentiated half logistic distribution (IEHLD) from progressive Type II censored data has been considered. The Bayes estimates for progressive Type II censored IEHLD under asymmetric and symmetric loss functions such as squared error, general entropy and linex loss function are provided. The Bayes estimates for progressive Type II censored IEHLD parameters, reliability and hazard functions are also obtained under the balanced loss functions. However, the Bayes estimates cannot be obtained explicitly, Lindley approximation method and importance sampling procedure are considered to obtain the Bayes estimates. Furthermore, the asymptotic normality of the maximum likelihood estimates is used to obtain the approximate confidence intervals. The highest posterior density credible intervals of the parameters based on importance sampling procedure are computed. Simulations are performed to see the performance of the proposed estimates. For illustrative purposes, two data sets have been analyzed.

Suggested Citation

  • Kyeongjun Lee & Youngseuk Cho, 2017. "Bayesian and maximum likelihood estimations of the inverted exponentiated half logistic distribution under progressive Type II censoring," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(5), pages 811-832, April.
    • Handle: RePEc:taf:japsta:v:44:y:2017:i:5:p:811-832
    DOI: 10.1080/02664763.2016.1183602
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    References listed on IDEAS

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    1. Ping Chan & Hon Ng & Feng Su, 2015. "Exact likelihood inference for the two-parameter exponential distribution under Type-II progressively hybrid censoring," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(6), pages 747-770, August.
    2. Manoj Kumar Rastogi & Yogesh Mani Tripathi & Shuo-Jye Wu, 2012. "Estimating the parameters of a bathtub-shaped distribution under progressive type-II censoring," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(11), pages 2389-2411, July.
    3. Mohammad Jafari Jozani & Éric Marchand & Ahmad Parsian, 2012. "Bayesian and Robust Bayesian analysis under a general class of balanced loss functions," Statistical Papers, Springer, vol. 53(1), pages 51-60, February.
    4. Shuo-Jye Wu, 2008. "Estimation of the two-parameter bathtub-shaped lifetime distribution with progressive censoring," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(10), pages 1139-1150.
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    Cited by:

    1. 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.
    2. Kyeongjun Lee, 2022. "Bayes and Maximum Likelihood Estimation of Uncertainty Measure of the Inverse Weibull Distribution under Generalized Adaptive Progressive Hybrid Censoring," Mathematics, MDPI, vol. 10(24), pages 1-20, December.
    3. 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.

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