scholarly journals The E-Bayesian Estimation for Lomax Distribution Based on Generalized Type-I Hybrid Censoring Scheme

2021 ◽  
Vol 2021 ◽  
pp. 1-19
Author(s):  
Kaiwei Liu ◽  
Yuxuan Zhang

This article studies the E-Bayesian estimation of the unknown parameter of Lomax distribution based on generalized Type-I hybrid censoring. Under square error loss and LINEX loss functions, we get the E-Bayesian estimation and compare its effectiveness with Bayesian estimation. To measure the error of E-Bayesian estimation, the expectation of mean square error (E-MSE) is introduced. With Markov chain Monte Carlo technology, E-Bayesian estimations are computed. Metropolis–Hastings algorithm is applied within the process. Similarly, the credible interval for the parameter is calculated. Then, we can compare the MSE and E-MSE to evaluate whose result is more effective. For the purpose of illustration in real datasets, cases of generalized Type-I hybrid censored samples are presented. In order to judge whether the sample data can be directly fitted by the Lomax distribution, we adopt the Kolmogorov–Smirnov tests for evaluation. Finally, we can get the conclusion after comparing the results of E-Bayesian and Bayesian estimation.

Entropy ◽  
2021 ◽  
Vol 23 (8) ◽  
pp. 934
Author(s):  
Yuxuan Zhang ◽  
Kaiwei Liu ◽  
Wenhao Gui

For the purpose of improving the statistical efficiency of estimators in life-testing experiments, generalized Type-I hybrid censoring has lately been implemented by guaranteeing that experiments only terminate after a certain number of failures appear. With the wide applications of bathtub-shaped distribution in engineering areas and the recently introduced generalized Type-I hybrid censoring scheme, considering that there is no work coalescing this certain type of censoring model with a bathtub-shaped distribution, we consider the parameter inference under generalized Type-I hybrid censoring. First, estimations of the unknown scale parameter and the reliability function are obtained under the Bayesian method based on LINEX and squared error loss functions with a conjugate gamma prior. The comparison of estimations under the E-Bayesian method for different prior distributions and loss functions is analyzed. Additionally, Bayesian and E-Bayesian estimations with two unknown parameters are introduced. Furthermore, to verify the robustness of the estimations above, the Monte Carlo method is introduced for the simulation study. Finally, the application of the discussed inference in practice is illustrated by analyzing a real data set.


2021 ◽  
Vol 2021 ◽  
pp. 1-12
Author(s):  
Neveen Sayed-Ahmed ◽  
Taghreed M. Jawa ◽  
Tahani A. Aloafi ◽  
F. S. Bayones ◽  
Azhari A. Elhag ◽  
...  

Different types of censoring scheme are investigated; however, statistical inference on censoring scheme which can save the ideal test time and the minimum number of failures is needed. The generalized type-I hybrid censoring scheme (GHCS) solves this problem. Competing the risk models under the GHCS when time to failure has Chen lifetime distribution (CD) is adopted in this research with consideration of only two cases of failure. Partially step-stress accelerated life tests (ALTs) are applied to obtain enough failure times in a small period to achieve a highly reliable product. The problem of parameter estimation under maximum likelihood (ML) and Bayes methods is discussed. The asymptotic confidence interval as well as the Bayes credible interval is constructed. The validity of theoretical results is assessed and compared through simulation study. Finally, brief comments are reported to describe the behaviour of the estimation results.


2021 ◽  
Vol 2021 ◽  
pp. 1-10
Author(s):  
Afrah Al-Bossly

The main contribution of this work is the development of a compound LINEX loss function (CLLF) to estimate the shape parameter of the Lomax distribution (LD). The weights are merged into the CLLF to generate a new loss function called the weighted compound LINEX loss function (WCLLF). Then, the WCLLF is used to estimate the LD shape parameter through Bayesian and expected Bayesian (E-Bayesian) estimation. Subsequently, we discuss six different types of loss functions, including square error loss function (SELF), LINEX loss function (LLF), asymmetric loss function (ASLF), entropy loss function (ENLF), CLLF, and WCLLF. In addition, in order to check the performance of the proposed loss function, the Bayesian estimator of WCLLF and the E-Bayesian estimator of WCLLF are used, by performing Monte Carlo simulations. The Bayesian and expected Bayesian by using the proposed loss function is compared with other methods, including maximum likelihood estimation (MLE) and Bayesian and E-Bayesian estimators under different loss functions. The simulation results show that the Bayes estimator according to WCLLF and the E-Bayesian estimator according to WCLLF proposed in this work have the best performance in estimating the shape parameters based on the least mean averaged squared error.


2022 ◽  
Vol 19 (3) ◽  
pp. 2330-2354
Author(s):  
M. Nagy ◽  
◽  
Adel Fahad Alrasheedi

<abstract><p>In this study, we estimate the unknown parameters, reliability, and hazard functions using a generalized Type-I progressive hybrid censoring sample from a Weibull distribution. Maximum likelihood (ML) and Bayesian estimates are calculated using a choice of prior distributions and loss functions, including squared error, general entropy, and LINEX. Unobserved failure point and interval Bayesian predictions, as well as a future progressive censored sample, are also developed. Finally, we run some simulation tests for the Bayesian approach and numerical example on real data sets using the MCMC algorithm.</p></abstract>


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