Revisit to progressively Type-II censored competing risks data from Lomax distributions

Rui Hua and Wenhao Gui

Journal of Risk and Reliability, 2022, vol. 236, issue 3, 377-394

Abstract: In survival analysis, more than one factor typically contributes to individual failure. In addition, censoring is inevitable in lifespan tests or reliability studies due to external causes or experimental purposes. In this article, the competing risks model is considered and investigated under progressively Type-II censoring where data is from Lomax distributions. Assumptions are further made that these competitive factors are independently distributed, and the latent lifetimes of these factors follow Lomax distributions where both scale parameters and shape parameters are different. For all unknown parameters, maximum likelihood estimates have been attained by Newton-Raphson (NR) method as well as expectation maximization (EM) method, and then the approximate confidence intervals are acquired, in addition to bootstrap confidence intervals. Furthermore, under square error and LINEX loss functions, Bayes estimates and corresponding highest posterior density credible intervals are successively constructed. Finally, simulation experiments are implemented to access performance of several proposed methods in this article, and laboratory dataset is presented and analyzed for illustrative purposes.

Keywords: Lomax distribution; progressive censoring; competing risks; maximum likelihood estimation; bootstrap; Monte Carlo simulation; Bayes estimation (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:sae:risrel:v:236:y:2022:i:3:p:377-394

DOI: 10.1177/1748006X20983979

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