Bayesian using Importance Sampling Technique of Weibull Regression with Type II Censored Data

Mohammed Ahmed Al Omari
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Mohammed Ahmed Al Omari: Albaha University, Saudi Arabia

European Journal of Mathematics and Statistics, 2021, vol. 2, issue 3, 10-18

Abstract: Keeping in view the Bayesian approach, the study aims to develop methods through the utilization of Jeffreys prior and modified Jeffreys prior to the covariate obtained by using the Importance sampling technique. For maximum likelihood estimator, covariate parameters, and the shape parameter of Weibull regression distribution with the censored data of Type II will be estimated by the study. It is shown that the obtained estimators in closed forms are not available, but through the usage of appropriate numerical methods, they can be solved. The mean square error is the criterion of comparison. With the use of simulation, performances of these three estimates are assessed, bearing in mind different censored percentages, and various sizes of the sample.

Keywords: Bayesian method; Survival and Hazard functions; Importance Sampling Technique; Modified Jeffreys prior; Type II censoring (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:epw:ejmath:v:2:y:2021:i:3:id:14019

DOI: 10.24018/ejmath.2021.2.3.19

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