lindley’s approximation
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2021 ◽  
Vol 2021 ◽  
pp. 1-15
Author(s):  
Ali Algarni ◽  
Mohammed Elgarhy ◽  
Abdullah M Almarashi ◽  
Aisha Fayomi ◽  
Ahmed R El-Saeed

The challenge of estimating the parameters for the inverse Weibull (IW) distribution employing progressive censoring Type-I (PCTI) will be addressed in this study using Bayesian and non-Bayesian procedures. To address the issue of censoring time selection, qauntiles from the IW lifetime distribution will be implemented as censoring time points for PCTI. Focusing on the censoring schemes, maximum likelihood estimators (MLEs) and asymptotic confidence intervals (ACI) for unknown parameters are constructed. Under the squared error (SEr) loss function, Bayes estimates (BEs) and concomitant maximum posterior density credible interval estimations are also produced. The BEs are assessed using two methods: Lindley’s approximation (LiA) technique and the Metropolis-Hasting (MH) algorithm utilizing Markov Chain Monte Carlo (MCMC). The theoretical implications of MLEs and BEs for specified schemes of PCTI samples are shown via a simulation study to compare the performance of the different suggested estimators. Finally, application of two real data sets will be employed.


2021 ◽  
Vol 9 (4) ◽  
pp. 789-808
Author(s):  
Amal Helu ◽  
Hani Samawi

In this article, we consider statistical inferences about the unknown parameters of the Lomax distribution basedon the Adaptive Type-II Progressive Hybrid censoring scheme, this scheme can save both the total test time and the cost induced by the failure of the units and increases the efficiency of statistical analysis. The estimation of the parameters is derived using the maximum likelihood (MLE) and the Bayesian procedures. The Bayesian estimators are obtained based on the symmetric and asymmetric loss functions. There are no explicit forms for the Bayesian estimators, therefore, we propose Lindley’s approximation method to compute the Bayesian estimators. A comparison between these estimators is provided by using extensive simulation. A real-life data example is provided to illustrate our proposed estimators.


Symmetry ◽  
2021 ◽  
Vol 13 (11) ◽  
pp. 2112
Author(s):  
Ahmed Elshahhat ◽  
Berihan R. Elemary

Censoring mechanisms are widely used in various life tests, such as medicine, engineering, biology, etc., as they save (overall) test time and cost. In this context, we consider the problem of estimating the unknown xgamma parameter and some survival characteristics, such as reliability and failure rate functions in the presence of adaptive type-II progressive hybrid censored data. For this purpose, the maximum likelihood and Bayesian inferential approaches are used. Using the observed Fisher information under s-normal approximation, different asymptotic confidence intervals for any function of the unknown parameter were constructed. Using the gamma flexible prior, Bayes estimators against the squared-error loss were developed. Two procedures of Bayesian approximations—Lindley’s approximation and Metropolis–Hastings algorithm—were used to carry out the Bayes estimates and to construct the associated credible intervals. An extensive simulation study was implemented to compare the performance of the different methods. To validate the proposed methodologies of inference—two practical studies using datasets that form engineering and chemical fields are discussed.


Entropy ◽  
2021 ◽  
Vol 23 (2) ◽  
pp. 206
Author(s):  
Xiaolin Shi ◽  
Yimin Shi ◽  
Kuang Zhou

Entropy measures the uncertainty associated with a random variable. It has important applications in cybernetics, probability theory, astrophysics, life sciences and other fields. Recently, many authors focused on the estimation of entropy with different life distributions. However, the estimation of entropy for the generalized Bilal (GB) distribution has not yet been involved. In this paper, we consider the estimation of the entropy and the parameters with GB distribution based on adaptive Type-II progressive hybrid censored data. Maximum likelihood estimation of the entropy and the parameters are obtained using the Newton–Raphson iteration method. Bayesian estimations under different loss functions are provided with the help of Lindley’s approximation. The approximate confidence interval and the Bayesian credible interval of the parameters and entropy are obtained by using the delta and Markov chain Monte Carlo (MCMC) methods, respectively. Monte Carlo simulation studies are carried out to observe the performances of the different point and interval estimations. Finally, a real data set has been analyzed for illustrative purposes.


2019 ◽  
Vol 32 (1) ◽  
pp. 193 ◽  
Author(s):  
Loaiy F. Naji ◽  
Huda Abdullah Rasheed

In the current study, the researchers have been obtained Bayes estimators for the shape and scale parameters of Gamma distribution under the precautionary loss function, assuming the priors, represented by Gamma and Exponential priors for the shape and scale parameters respectively. Moment, Maximum likelihood estimators and Lindley’s approximation have been used effectively in Bayesian estimation. Based on Monte Carlo simulation method, those estimators are compared depending on the mean squared errors (MSE’s). The results show that, the performance of Bayes estimator under precautionary loss function with Gamma and Exponential priors is better than other estimates in all cases.


Author(s):  
Maram Salem ◽  
Zeinab Amin ◽  
Moshira Ismail

This paper presents Bayesian reliability sampling plans for the Weibull distribution based on progressively Type-II censored data with binomial removals. In constructing sampling plans, the decision theoretic approach is used. A dependent bivariate nonconjugate prior is employed. The total cost of the sampling plan consists of sampling, time-consuming, rejection, and acceptance costs. The decision rule is based on the Bayes estimator of the survival function. Lindley’s approximation is used to obtain Bayes estimates of the survival function under the quadratic and LINEX loss functions. However, the poor performance of Lindley’s approximation with small sample sizes can be observed. The Metropolis-within-Gibbs Markov Chain Monte Carlo (MCMC) algorithm show significantly improved performance compared to Lindley’s approximation. We use simulation studies to evaluate the Bayes risk and determine the optimal sampling plans for different sample sizes, observed number of failures, binomial removal probabilities and minimum acceptable reliability.


2017 ◽  
Vol 2017 ◽  
pp. 1-11
Author(s):  
A. S. Al-Moisheer ◽  
K. S. Sultan ◽  
M. A. Al-Shehri

The new mixture model of the two components of the inverse Weibull and inverse Burr distributions (MIWIBD) is proposed. First, the properties of the investigated mixture model are introduced and the behaviors of the probability density functions and hazard rate functions are displayed. Then, the estimates of the five-dimensional vector of parameters by using the classical method such as the maximum likelihood estimation (MLEs) and the approximation method by using Lindley’s approximation are obtained. Finally, a real data set for the proposed mixture model is applied to illustrate the proposed mixture model.


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