Estimation using hybrid censored data from a generalized inverted exponential distribution |
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Authors: | Yogesh Mani Tripathi Manoj Kumar Rastogi |
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Affiliation: | 1. Department of Mathematics, Indian Institute of Technology Patna, Patna, Indiayogesh@iitp.ac.in;3. Department of Mathematics, Indian Institute of Technology Patna, Patna, India |
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Abstract: | ABSTRACTWe 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. |
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Keywords: | Bayes estimates EM algorithm Entropy loss function Hybrid Type I censoring Importance sampling Maximum likelihood estimates. |
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