Bayesian and Non-Bayesian Estimation for the Parameter of Bivariate Generalized Rayleigh Distribution Based on Clayton Copula under Progressive Type-II Censoring with Random Removal

El-Sayed A. El-Sherpieny, Ehab M. Almetwally () and Hiba Z. Muhammed
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El-Sayed A. El-Sherpieny: Cairo University
Ehab M. Almetwally: Delta University of Science and Technology
Hiba Z. Muhammed: Cairo University

Sankhya A: The Indian Journal of Statistics, 2023, vol. 85, issue 2, No 5, 1205-1242

Abstract: Abstract In this paper, the bivariate generalized Rayleigh distribution is introduced based on Clayton copula and denoted as (Clayton-BGR). The likelihood function for progressive Type-II censoring scheme with random removal is derived and applied on the Clayton-BGR distribution. Bayesian and non -Bayesian estimation methods based on progressive Type-II censoring have been discussed. Asymptotic confidence intervals and bootstrap confidence intervals for the unknown parameters are obtained. Also, a simulation study has been conducted to compare the performances between censoring schemes. Also, two real data sets are analyzed to investigate the models and useful results are obtained for illustrative purposes.

Keywords: Bivariate generalized Rayleigh; Clayton copula; Maximum likelihood estimation; Bayesian estimation; Progressive type-II censoring; Bootstrap confidence interval (search for similar items in EconPapers)
Date: 2023
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s13171-021-00254-3

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