Parameter Estimation for the Kumaraswamy Distribution Based on Hybrid Censoring. Issue 3 (3rd July 2018)

• Record Type: Journal Article
• Authors: Sultana, Farha; Tripathi, Yogesh Mani; Rastogi, Manoj Kumar; Wu, Shuo-Jye
• Is Part Of: American journal of mathematical and management sciences. Volume 37:Issue 3(2018)
• Page Start: 243
• Page End: 261
• Publication Date: 2018-07-03
• Subjects: Bayes estimates -- EM algorithm -- importance sampling -- Lindley method -- Tierney and Kadane method; Operations research -- Periodicals; Management science -- Periodicals; Periodicals; 658.4034
• DOI: 10.1080/01966324.2017.1396943
• Languages: English
• ISSNs: 0196-6324

Abstract

SYNOPTIC ABSTRACT: We consider estimation of unknown parameters of a two-parameter Kumaraswamy distribution with hybrid censored samples. We obtain maximum likelihood estimates using an expectation-maximization algorithm. Bayes estimates are derived under the squared error loss function using different approximation methods. In addition, an importance sampling technique is also discussed. Interval estimation is considered as well. We conduct a simulation study to compare the performance of different estimates, and based on this study, recommendations are made. A real data set and a simulated data set are analyzed for illustration purposes.