A Bayesian shrinkage estimation in inverse Weibull distribution type-II censored data using prior point information

Author(s):  
Mojtaba Delavari ◽  
Einolah Deiri ◽  
Zahra Khodadadi ◽  
Karim Zare
2018 ◽  
Vol 47 (1) ◽  
pp. 77-94
Author(s):  
Pradeep Kumar Vishwakarma ◽  
Arun Kaushik ◽  
Aakriti Pandey ◽  
Umesh Singh ◽  
Sanjay Kumar Singh

This paper deals with the estimation procedure for inverse Weibull distribution under progressive type-II censored samples when removals follow Beta-binomial probability law. To estimate the unknown parameters, the maximum likelihood and Bayes estimators are obtained under progressive censoring scheme mentioned above. Bayes estimates are obtained using Markov chain Monte Carlo (MCMC) technique considering square error loss function and compared with the corresponding MLE's. Further, the expected total time on test is obtained under considered censoring scheme.  Finally, a real data set has been analysed to check the validity of the study.


2021 ◽  
Vol 42 (2) ◽  
pp. 318-335
Author(s):  
Neha Choudhary ◽  
Abhishek Tyagi ◽  
Bhupendra Singh

2015 ◽  
Vol 44 (4) ◽  
pp. 3-15 ◽  
Author(s):  
Sanku Dey ◽  
Tanujit Dey ◽  
Sudhansu S. Maiti

This paper derives Bayes shrinkage estimator of Rayleigh parameter and its associated risk based on conjugate prior under the assumption of general entropy loss function for progressive type-II censored data. Risk function of maximum likelihood estimate, Bayes estimate and Bayes shrinkage estimate have also been derived and compared. A procedure has been suggested to include a guess value in case of the Bayes shrinkage estimation. Risk function of empirical Bayes estimate and empirical Bayes shrinkage estimate have also been derived and compared. In conclusion, an illustrative example is presented to assess how the Rayleigh distribution fits a real data set.


Author(s):  
Vera L. D. Tomazella ◽  
Pedro L. Ramos ◽  
Paulo H. Ferreira ◽  
Alex L. Mota ◽  
Francisco Louzada

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