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Estimation and prediction for the generalized inverted exponential distribution based on progressively first-failure-censored data with application

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  • Essam A. Ahmed

Abstract

In this paper, the estimation of parameters for a generalized inverted exponential distribution based on the progressively first-failure type-II right-censored sample is studied. An expectation–maximization (EM) algorithm is developed to obtain maximum likelihood estimates of unknown parameters as well as reliability and hazard functions. Using the missing value principle, the Fisher information matrix has been obtained for constructing asymptotic confidence intervals. An exact interval and an exact confidence region for the parameters are also constructed. Bayesian procedures based on Markov Chain Monte Carlo methods have been developed to approximate the posterior distribution of the parameters of interest and in addition to deduce the corresponding credible intervals. The performances of the maximum likelihood and Bayes estimators are compared in terms of their mean-squared errors through the simulation study. Furthermore, Bayes two-sample point and interval predictors are obtained when the future sample is ordinary order statistics. The squared error, linear-exponential and general entropy loss functions have been considered for obtaining the Bayes estimators and predictors. To illustrate the discussed procedures, a set of real data is analyzed.

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  • Essam A. Ahmed, 2017. "Estimation and prediction for the generalized inverted exponential distribution based on progressively first-failure-censored data with application," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(9), pages 1576-1608, July.
    • Handle: RePEc:taf:japsta:v:44:y:2017:i:9:p:1576-1608
    DOI: 10.1080/02664763.2016.1214692
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    1. Soliman, Ahmed A. & Abd-Ellah, Ahmed H. & Abou-Elheggag, Naser A. & Abd-Elmougod, Gamal A., 2012. "Estimation of the parameters of life for Gompertz distribution using progressive first-failure censored data," Computational Statistics & Data Analysis, Elsevier, vol. 56(8), pages 2471-2485.
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    Cited by:

    1. Ke Wu & Liang Wang & Li Yan & Yuhlong Lio, 2021. "Statistical Inference of Left Truncated and Right Censored Data from Marshall–Olkin Bivariate Rayleigh Distribution," Mathematics, MDPI, vol. 9(21), pages 1-24, October.
    2. 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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