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

  • Authors:
  • Manoj Kumar Rastogi;Yogesh Mani Tripathi

  • Affiliations:
  • -;-

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2013

Quantified Score

Hi-index 0.03

Visualization

Abstract

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.