Statistical inference for generalized Pareto distribution based on progressive Type-II censored data with random removals

Autor: Faramarz Azimi Sarikhanbaglu, Reza Azimi, Bahman Fasihi
Rok vydání: 2014
Předmět:
Zdroj: International Journal of Scientific World. 2
ISSN: 2307-9037
DOI: 10.14419/ijsw.v2i1.1780
Popis: In this article, We consider the estimation problems of the parameter and reliability function of the generalized Pareto distribution based on a progressively type-II censored sample with random (Binomial) removals. we use the method of maximum likelihood and Bayesian estimation to estimate parameter and reliability function. Bayesian estimates are derived under squared error and LINEX loss functions. we also construct the confldence interval for the parameter of generalized Pareto distribution based on a progressively type-II censored sample with random removals. The comparisons between difierent estimators are made based on simulation study.
Databáze: OpenAIRE