Recurrence relations for single and product moments of progressively Type-II censored order statistics from generalized logistic distribution with applications to inference. Issue 6 (3rd July 2017)

• Record Type: Journal Article
• Authors: Balakrishnan, N.; Saleh, H. M.
• Is Part Of: Communications in statistics. Volume 46:Issue 6(2017)
• Page Start: 4559
• Page End: 4577
• Publication Date: 2017-07-03
• Subjects: Best linear unbiased estimators (BLUEs) -- Best linear unbiased predictors (BLUPs) -- Maximum likelihood estimators (MLEs) -- Progressively Type-II right censored order statistics -- Recurrence relations; Primary 62G30, 62F10 -- Secondary 62M20, 62N05; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2015.1122051
• Languages: English
• ISSNs: 0361-0918

Abstract

ABSTRACT: In this article, we establish several recurrence relations for the single and product moments of progressively Type-II right censored order statistics from a generalized logistic distribution. The use of these relations in a systematic manner allow us to compute all the means, variances, and covariances of progressively Type-II right censored order statistics from the generalized logistic distribution for all sample sizes n, effective sample sizes m, and all progressive censoring schemes ( R 1, …, Rm ). These moments are then utilized to derive best linear unbiased estimators of the scale and location-scale parameters of the generalized logistic distribution. A comparison of these estimators with the maximum likelihood estimates is then made through Monte Carlo simulations. Finally, the best linear unbiased predictors of censored failure times is discussed briefly.