Estimation and prediction for Burr type III distribution based on unified progressive hybrid censoring scheme
© 2022 Informa UK Limited, trading as Taylor & Francis Group.
| Veröffentlicht in: | Journal of applied statistics. - 1991. - 51(2024), 1 vom: 30., Seite 1-33 |
|---|---|
| 1. Verfasser: | |
| Weitere Verfasser: | |
| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2024
|
| Zugriff auf das übergeordnete Werk: | Journal of applied statistics |
| Schlagworte: | Journal Article 62F10 62F15 62N01 62N02 Bayes estimates Bayesian prediction EM and SEM Metropolis–Hastings algorithm Unified progressive hybrid censoring scheme |
| Zusammenfassung: | © 2022 Informa UK Limited, trading as Taylor & Francis Group. The present communication develops the tools for estimation and prediction of the Burr-III distribution under unified progressive hybrid censoring scheme. The maximum likelihood estimates of model parameters are obtained. It is shown that the maximum likelihood estimates exist uniquely. Expectation maximization and stochastic expectation maximization methods are employed to compute the point estimates of unknown parameters. Based on the asymptotic distribution of the maximum likelihood estimators, approximate confidence intervals are proposed. In addition, the bootstrap confidence intervals are constructed. Furthermore, the Bayes estimates are derived with respect to squared error and LINEX loss functions. To compute the approximate Bayes estimates, Metropolis-Hastings algorithm is adopted. The highest posterior density credible intervals are obtained. Further, maximum a posteriori estimates of the model parameters are computed. The Bayesian predictive point, as well as interval estimates, are proposed. A Monte Carlo simulation study is employed in order to evaluate the performance of the proposed statistical procedures. Finally, two real data sets are considered and analysed to illustrate the methodologies established in this paper |
|---|---|
| Beschreibung: | Date Revised 06.01.2024 published: Electronic-eCollection Citation Status PubMed-not-MEDLINE |
| ISSN: | 0266-4763 |
| DOI: | 10.1080/02664763.2022.2113865 |