Estimation using hybrid censored data from a two-parameter distribution with bathtub shape

作     者：Rastogi, Manoj Kumar Tripathi, Yogesh Mani 

作者机构：Indian Inst Technol Patna Dept Math Patna 800013 Bihar India 

出 版 物：《COMPUTATIONAL STATISTICS & DATA ANALYSIS》 (计算统计学与数据分析)

年 卷 期：2013年第67卷

页      面：268-281页

核心收录：

学科分类：08[工学] 0714[理学-统计学（可授理学、经济学学位）] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

主　　题：Bayes estimates EM algorithm Hybrid Type I censoring Importance sampling scheme Lindley approximation method Square error loss Tierney and Kadane method 

摘      要：The problem of estimating unknown parameters of a two-parameter distribution with bathtub shape is considered under the assumption that samples are hybrid censored. The maximum likelihood estimates are obtained using an EM algorithm. The Fisher information matrix is obtained as well and the asymptotic confidence intervals are constructed. Further, two bootstrap interval estimates are also proposed for the unknown parameters. Bayes estimates are evaluated under squared error loss function. Approximate explicit expressions for these estimates are derived using the Lindley method as well as using the Tierney and Kadane method. An importance sampling scheme is then proposed to generate Markov Chain Monte Carlo samples which have been used to compute approximate Bayes estimates and credible intervals for the unknowns. A numerical study is performed to compare the proposed estimates. Finally, two data sets are analyzed for illustrative purposes. (C) 2013 Elsevier B.V. All rights reserved.