EconPapers    
Economics at your fingertips  
 

Inference for a series system with dependent masked data under progressive interval censoring

Jing Cai, Yimin Shi and Bin Liu

Journal of Applied Statistics, 2017, vol. 44, issue 1, 3-15

Abstract: This paper considers the statistical analysis of masked data in a series system with Burr-XII distributed components. Based on progressively Type-I interval censored sample, the maximum likelihood estimators for the parameters are obtained by using the expectation maximization algorithm, and the associated approximate confidence intervals are also derived. In addition, Gibbs sampling procedure using important sampling is applied for obtaining the Bayesian estimates of the parameters, and Monte Carlo method is employed to construct the credible intervals. Finally, a simulation study is proposed to illustrate the efficiency of the methods under different removal schemes and masking probabilities.

Date: 2017
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1080/02664763.2016.1156658 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:44:y:2017:i:1:p:3-15

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/CJAS20

DOI: 10.1080/02664763.2016.1156658

Access Statistics for this article

Journal of Applied Statistics is currently edited by Robert Aykroyd

More articles in Journal of Applied Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

 
Page updated 2025-03-20
Handle: RePEc:taf:japsta:v:44:y:2017:i:1:p:3-15