Advances and Applications in Statistics
Volume 47, Issue 1, Pages 19 - 50
(October 2015) http://dx.doi.org/10.17654/ADASOct2015_019_050 |
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PARAMETERS ESTIMATION OF THE GENERALIZED INVERTED RAYLEIGH DISTRIBUTION BASED ON PROGRESSIVE TYPE II CENSORING
R. A. Bakoban and M. I. Abubaker
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Abstract: This article considers Bayesian and non-Bayesian methods. These methods are used to estimate the unknown parameters of the generalized inverted Rayleigh distribution (GIRD) based on progressive type II censoring. Maximum likelihood estimators of the unknown parameters are obtained. Also, Bayesian estimators under squared error (SE) and linear-exponential (LINEX) loss functions are derived. Monte Carlo simulation study is conducted. The mean square error and bias of the estimates are computed. Finally, comparisons are made between these estimators. |
Keywords and phrases: Bayesian estimation, confidence intervals, generalized inverted Rayleigh distribution importance sampling technique, loss function, maximum likelihood estimation. |
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