Bayesian Estimation of Three-parameter Bathtub Shaped Lifetime Distribution Based on Progressive Type-II Censoring with Binomial Removal

• 발행기관: 한국자료분석학회
• 저자명: Younshik Chung
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.20 No.6, 2747~2757쪽, 전체 11쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2018.12.31

영문 초록

We consider the MLE (maximum likelihood estimate) and Bayesian estimates of three-parameter bathtub-shaped lifetime distribution based on the progressive type II censoring with binomial removal. Jung, Chung (2018) proposed the three-parameter bathtub-shaped distribution which is the extension of the two-parameter bathtub-shaped distribution given by Zhang (2004). Jung, Chung (2018) investigated its properties and estimations. The maximum likelihood estimates are computed using Newton-Raphson algorithm. Also, Bayesian estimates are obtained under the balanced loss function using MCMC (Markov chain Monte Carlo) method. In particular, BSEL (balanced squared error loss) function is considered as a special form of balanced loss function given by Zellner (1994). For comparing theirs MLEs with the corresponding Bayes estimates, some simulations are performed. It shows that Bayes estimates is better than MLEs in terms of risks. Finally, concluding remarks are mentioned.

목차

1. Introduction

2. Progressive type-II censoring and balanced loss functions

3. Estimation of parameters

4. Simulation study

5. Concluding remarks

References

키워드

Balanced squared error loss function (BSEL) Bayesian estimation Binomial Removal MCMC method Three-parameter bathtub shaped distribution