Inference and prediction for modified Weibull distribution based on doubly censored samples

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• 作者：M.S. Kotb^a ; ^{msakotb1712@yahoo.com" class="auth_mail" title="E-mail the corresponding author} ; M.Z. Raqab^b ; ^c ; ^{mraqab@ju.edu.jo" class="auth_mail" title="E-mail the corresponding author}
• 关键词：Bayesian estimation ; Bayesian prediction ; Type-II double censoring ; Three-parameter modified Weibull distribution ; Order statistics
• 刊名：Mathematics and Computers in Simulation
• 出版年：2017
• 出版时间：February 2017
• 年：2017
• 卷：132
• 期：Complete
• 页码：195-207
• 全文大小：434 K

文摘

In this article, inference for the modified Weibull (MW) distribution under type-II doubly censored sample is discussed. Maximum likelihood estimator (MLE) and Bayes estimators (BEs) based on conjugate and discrete priors are derived for three unknown parameters. The BEs are studied under squared error loss and LINEX error loss functions. The Bayesian prediction (BP) of the ℓ$\ell$-th ordered observation x_ℓ$x_{\ell }$ in a sample of size n$n$ from MW distribution is obtained. A real life data set and simulation data are used to illustrate the results derived.