Statistical inference for the generalized inverted exponential distribution based on upper record values

2016 ◽  
Vol 120 ◽  
pp. 64-78 ◽  
Author(s):  
Sanku Dey ◽  
Tanujit Dey ◽  
Daniel J. Luckett
2019 ◽  
Vol 6 (4) ◽  
pp. 831-851 ◽  
Author(s):  
Farhad Yousaf ◽  
Sajid Ali ◽  
Ismail Shah

Author(s):  
M.J.S. Khan ◽  
Bushra Khatoon

This paper deals with the problem of classical and Bayesian estimation of stress-strength reliability (R=P(X<Y)) based on upper record values from generalized inverted exponential distribution (GIED). Hassan {et al.} (2018) discussed the maximum likelihood estimator (MLE) and Bayes estimator of $R$ by considering that the scale parameter to be known for defined distribution while we consider the case when all the parameters of GIED are unknown. In the classical approach, we have discussed MLE and uniformly minimum variance estimator (UMVUE). In Bayesian approach, we have considered the Bays estimator of R by considering the squared error loss function. Further, based on upper records, we have considered the Asymptotic confidence interval based on MLE, Bayesian credible interval and bootstrap confidence interval for $R$. Finally, Monte Carlo simulations and real data applications are being carried out for comparing the performances of the estimators of R.


Author(s):  
Devendra Kumar ◽  
Sanku Dey

Some recurrence relations are established for the single and product moments of upper record values for the extended exponential distribution by Nadarajah and Haghighi (2011) as an alternative to the gamma, Weibull, and the exponentiated exponential distributions. Recurrence relations for negative moments and quotient moments of upper record values are also obtained. Using relations of single moments and product moments, means, variances, and covariances of upper record values from samples of sizes up to 10 are tabulated for various values of the shape parameter and scale parameter. A characterization of this distribution based on conditional moments of record values is presented.


2015 ◽  
Vol 4 (2) ◽  
pp. 370
Author(s):  
Eldesoky Afify

<p>Estimation of a parameter of generalized exponential distribution (gexp) is obtained based on generalized order statistics. The maximum likelihood and Bayes methods are used for this purpose. Survival function and hazard rate are also computed. Estimation based on upper record values from generalized exponential distribution is obtained as a special case and compared by simulated data.</p>


Sign in / Sign up

Export Citation Format

Share Document