Estimation and prediction for a Burr type-III distribution with progressive censoring. Issue 19 (2nd October 2017)

• Record Type: Journal Article
• Authors: Singh, Devendra Pratap; Tripathi, Yogesh Mani; Rastogi, Manoj Kumar; Dabral, Nikhil
• Is Part Of: Communications in statistics. Volume 46:Issue 19(2017)
• Page Start: 9591
• Page End: 9613
• Publication Date: 2017-10-02
• Subjects: Asymptotic confidence interval -- HPD interval -- maximum-likelihood estimator -- MH algorithm -- predictive estimates -- Tierney and Kadane method; 62N01 -- 62N02; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2016.1213290
• Languages: English
• ISSNs: 0361-0926

Abstract

ABSTRACT: We consider estimation of unknown parameters and reliability characteristics of a Burr type-III distribution under progressive censoring. Predictive estimates for censored observations and the associated prediction intervals are also obtained. We derive maximum-likelihood estimators of unknown quantities using the EM algorithm and then also obtain the observed Fisher information matrix. We provide various Bayes estimators for unknown parameters under the squared error loss function. Highest posterior density and asymptotic intervals are also constructed. We evaluate performance of proposed methods using simulations. Finally, an illustrative example is presented in support of the methods discussed.