Estimation in Residual lifetime Lindley distribution with Type II censored data

Neha Goel () and Hare Krishna
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Neha Goel: Ch. Charan Singh University
Hare Krishna: Ch. Charan Singh University

International Journal of System Assurance Engineering and Management, 2022, vol. 13, issue 1, No 25, 363-374

Abstract: Abstract In the present paper, we consider the residual lifetime Type-II censored Lindley distribution model with unknown parameter θ. Maximum likelihood estimation with asymptotic confidence intervals are used to estimate the parameter and the reliability characteristics. Bootstrap-p and t confidence intervals are also developed. Bayes estimates using generalized entropy loss function (GELF) with highest posterior density (HPD) credible intervals are obtained for the parameter and the reliability characteristics. Here, the posterior distribution is not in an explicit form therefore, we use Metropolis–Hastings algorithm to estimate the posterior distribution. To perform the analysis of the estimation procedures, a Markov Chain Monte Carlo simulation study is performed. For giving illustration to our work, a real data example is also studied.

Keywords: Residual lifetime distribution; Maximum likelihood estimation; Boot-p and t confidence intervals; Bayes estimation under GELF; Reliability characteristics (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s13198-021-01274-w

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