Estimation of parameters of Weibull–Gamma distribution based on progressively censored data

Rashad M. EL-Sagheer ()
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Rashad M. EL-Sagheer: A1-Azhar University

Statistical Papers, 2018, vol. 59, issue 2, No 14, 725-757

Abstract: Abstract In this paper, the estimation of parameters of a three-parameter Weibull–Gamma distribution based on progressively type-II right censored sample is studied. The maximum likelihood, Bayes, and parametric bootstrap methods are used for estimating the unknown parameters as well as some lifetime parameters reliability function, hazard function and coefficient of variation. Approximate confidence intervals for the unknown parameters as well as reliability function, hazard function and coefficient of variation are constructed based on the s-normal approximation to the asymptotic distribution of maximum likelihood estimators (MLEs), and log-transformed MLEs. In addition, two bootstrap CIs are also proposed. Bayes estimates of the unknown parameters and the corresponding credible intervals are obtained by using the Gibbs within Metropolis–Hasting samplers procedure. Furthermore, the results of Bayes method are obtained under both the balanced squared error loss and balanced linear-exponential loss. Analysis of a simulated data set has also been presented for illustrative purposes. Finally, a Monte Carlo simulation study is carried out to investigate the precision of the Bayes estimates with MLEs and two bootstrap estimates, also to compare the performance of different corresponding CIs considered.

Keywords: Weibull–Gamma distribution; Progressive type-II censoring; Maximum likelihood estimators; Bootstrap methods; Markov chain Monte Carlo technique (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/s00362-016-0787-2

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