BAYESIAN ESTIMATION OF PARAMETERS FOR BURR XII DISTRIBUTION BASED ON A SIMPLE STEP-STRESS MODEL WITH TYPE-I HYBRID CENSORED DATA
In this paper, we consider a simple step-stress model under the Burr XII distribution when the available data are type-I hybrid censored. The maximum likelihood and Bayes estimators as well as approximate confidence intervals for the parameters are constructed. Bayes estimators are obtained using the symmetric squared error loss (SEL) function and asymmetric LINEX and general entropy (GE) loss functionsusingnon-informativepriors;anumericalillustrationfor these new results is also given.
accelerated life testing (ALT), cumulative exposure (CE) model, Burr XII distribution, maximum likelihood (ML), hybrid censored samples (HCS), symmetric and asymmetric loss functions, Monte-Carlo simulation, non-informative prior, step-stress (SS) model, type-I HC.
