On the Estimation of Parameters and Reliability Functions of a New Two-Parameter Lifetime Distribution based on Type II Censoring

Ajit Chaturvedi, Taruna Kumari () and Vijay Kumar Pandey
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Ajit Chaturvedi: University of Delhi
Taruna Kumari: University of Delhi
Vijay Kumar Pandey: Bareilly College

Statistica, 2020, vol. 80, issue 3, 201-232

Abstract: We consider here the generalization of the Bilal distribution proposed by Abd-Elrahman (2017)by zeroing in on two measures of reliability,R(t)andP, based on type II censoring. We ob-tain point estimators namely,? and ?, of the above said distribution, when both parameters ofthe distribution are unknown. Maximum likelihood estimators (MLEs), Bayes estimators (BEs) and Lindley’s approximation for the Bayes estimators are proposed. By using independent non-informative type of priors for the unknown parameters Bayes estimators are derived. Althoughthe proposed estimators cannot be expressed in closed forms, these can be easily obtained throughthe use of numerical procedures. The performance of these estimators is studied on the basisof their mean squared error (MSE), computed separately under LINEX loss function (LLF) andsquared error loss function (SELF) through Monte-Carlo simulation technique.

Keywords: Maximum likelihood estimators; Bayes estimators; Non-informative prior; Lindley’sapproximation; Type II censoring scheme; Squared error loss function; LINEX loss function (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:bot:rivsta:v:80:y:2020:i:3:p:201-232

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