Inference on proportional hazard rate model parameter under Type-I progressively hybrid censoring scheme. Issue 24 (16th December 2016)

• Record Type: Journal Article
• Authors: Golparvar, Leila; Parsian, Ahmad
• Is Part Of: Communications in statistics. Volume 45:Issue 24(2016)
• Page Start: 7258
• Page End: 7274
• Publication Date: 2016-12-16
• Subjects: Bayes estimator -- Confidence interval -- Maximum likelihood estimator -- Posterior regret gamma minimax estimator -- Progressive hybrid censoring scheme.; 62E15 -- 62F10 -- 62F15 -- 62F35 -- 62N01; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2014.978020
• Languages: English
• ISSNs: 0361-0926

Abstract

ABSTRACT: In this paper, under Type-I progressive hybrid censoring sample, we obtain maximum likelihood estimator of unknown parameter when the parent distribution belongs to proportional hazard rate family. We derive the conditional probability density function of the maximum likelihood estimator using moment-generating function technique. The exact confidence interval is obtained and compared by conducting a Monte Carlo simulation study for burr Type XII distribution. Finally, we obtain the Bayes and posterior regret gamma minimax estimates of the parameter under a precautionary loss function with precautionary index k = 2 and compare their behavior via a Monte Carlo simulation study.