Inference and prediction for modified Weibull distribution based on doubly censored samples

M.S. Kotb and M.Z. Raqab

Mathematics and Computers in Simulation (MATCOM), 2017, vol. 132, issue C, 195-207

Abstract: In this article, inference for the modified Weibull (MW) distribution under type-II doubly censored sample is discussed. Maximum likelihood estimator (MLE) and Bayes estimators (BEs) based on conjugate and discrete priors are derived for three unknown parameters. The BEs are studied under squared error loss and LINEX error loss functions. The Bayesian prediction (BP) of the ℓ-th ordered observation xℓ in a sample of size n from MW distribution is obtained. A real life data set and simulation data are used to illustrate the results derived.

Keywords: Bayesian estimation; Bayesian prediction; Type-II double censoring; Three-parameter modified Weibull distribution; Order statistics (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:132:y:2017:i:c:p:195-207

DOI: 10.1016/j.matcom.2016.07.014

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