Inference based on progressively censored sample from Pareto population. Issue 1 (2nd January 2016)

• Record Type: Journal Article
• Authors: Fallah, Lida; Golparvar, Leila; Parsian, Ahmad
• Is Part Of: Communications in statistics. Volume 45:Issue 1(2016)
• Page Start: 9
• Page End: 24
• Publication Date: 2016-01-02
• Subjects: Bayes estimation -- Competing risks model -- Pareto distribution -- Posterior regret Gamma minimax -- Progressively Type-II right censored sample; Primary: 62N01 -- 62N02 -- Secondary: 62F10 -- 62F15 -- 62F35 -- 62G30; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2013.815778
• Languages: English
• ISSNs: 0361-0926

Abstract

Abstract: In this paper, we assume that the lifetimes have a two-parameter Pareto distribution and discuss some results of progressive Type-II censored sample. We obtain maximum likelihood estimators and Bayes estimators of the unknown parameters under squared error loss and a precautionary loss functions in progressively Type-II censored sample. Robust Bayes estimation of unknown parameters over three different classes of priors under progressively Type-II censored sample, squared error loss, and precautionary loss functions are obtained. We discuss estimation of unknown parameters on competing risks progressive Type-II censoring. Finally, we consider the problem of estimating the common scale parameter of two Pareto distributions when samples are progressively Type-II censored.