Classical and Bayesian Estimation of the Inverse Weibull Distribution: Using Progressive Type-I Censoring Scheme

Author:

Algarni Ali1,Elgarhy Mohammed2ORCID,M Almarashi Abdullah1,Fayomi Aisha1,R El-Saeed Ahmed3

Affiliation:

1. Statistics Department, Faculty of Science, King AbdulAziz University, Jeddah 21 551, Saudi Arabia

2. The Higher Institute of Commercial Sciences, Al Mahalla Al Kubra, Algarbia 31 951, Egypt

3. Department of Basic Sciences, Obour High Institute for Management & Informatics, Cairo, Egypt

Abstract

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.

Funder

King Abdulaziz University

Publisher

Hindawi Limited

Subject

Civil and Structural Engineering

Reference22 articles.

1. Alternate reliability models for mechanical systems;A. Z. Keller;ESA Reliab Maintainab,1982

2. Genesis, properties and identification of the inverse Weibull lifetime model;P. Erto;Statistics and Applications,1989

3. Estimation of the inverse Weibull distribution based on progressively censored data: Comparative study

4. Bayesian estimation of parameters of inverse Weibull distribution

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