Estimation using hybrid censored data from a generalized inverted exponential distribution. Issue 16 (17th August 2016)

• Record Type: Journal Article
• Authors: Tripathi, Yogesh Mani; Rastogi, Manoj Kumar
• Is Part Of: Communications in statistics. Volume 45:Issue 16(2016)
• Page Start: 4858
• Page End: 4873
• Publication Date: 2016-08-17
• Subjects: Bayes estimates -- EM algorithm -- Entropy loss function -- Hybrid Type I censoring -- Importance sampling -- Maximum likelihood estimates.; 62F10; 62F15; 62N02.; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2014.932805
• Languages: English
• ISSNs: 0361-0926

Abstract

ABSTRACT: We consider point and interval estimation of the unknown parameters of a generalized inverted exponential distribution in the presence of hybrid censoring. The maximum likelihood estimates are obtained using EM algorithm. We then compute Fisher information matrix using the missing value principle. Bayes estimates are derived under squared error and general entropy loss functions. Furthermore, approximate Bayes estimates are obtained using Tierney and Kadane method as well as using importance sampling approach. Asymptotic and highest posterior density intervals are also constructed. Proposed estimates are compared numerically using Monte Carlo simulations and a real data set is analyzed for illustrative purposes.