Estimating the parameters of an inverse Weibull distribution under progressive type-I interval censoring

Sukhdev Singh () and Yogesh Mani Tripathi ()
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Sukhdev Singh: Indian Institute of Technology Patna
Yogesh Mani Tripathi: Indian Institute of Technology Patna

Statistical Papers, 2018, vol. 59, issue 1, No 2, 56 pages

Abstract: Abstract In this paper, we consider the problem of estimating unknown parameters of an inverse Weibull distribution when it is known that samples are progressive type-I interval censored. We propose an EM algorithm to obtain maximum likelihood estimates and mid point estimates. For comparison purpose Bayes estimates are also obtained under the square error loss function. A simulation study is conducted to access the performance of the proposed estimators and recommendations are made on the basis of simulation results. A real data set is also analyzed in detail for an illustration purpose. Finally, by making use of expected Fisher information matrix various inspection times and optimal censoring schemes are obtained.

Keywords: Bayes estimate; EM algorithm; Fisher information matrix; Inspection time; Optimal censoring; Probability plot (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (5)

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DOI: 10.1007/s00362-016-0750-2

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