Estimation of the Unknown Parameters for the Compound Rayleigh Distribution Based on Progressive First-Failure-Censored Sampling

作     者：Tahani A. Abushal 

作者机构：不详 

出 版 物：《Open Journal of Statistics》 (统计学期刊（英文）)

年 卷 期：2011年第1卷第3期

页      面：161-171页

学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学] 

主　　题：Compound Rayleigh Distribution Progressive First-Failure Censored Scheme Bayesian and Non-Bayesian Estimations Approximate Confidence Intervals 

摘      要：This article considers estimation of the unknown parameters for the compound Rayleigh distribution (CRD) based on a new life test plan called a progressive first failure-censored plan introduced by Wu and Kus (2009). We consider the maximum likelihood and Bayesian inference of the unknown parameters of the model, as well as the reliability and hazard rate functions. This was done using the conjugate prior for the shape parameter, and discrete prior for the scale parameter. The Bayes estimators hav been obtained relative to both symmetric (squared error) and asymmetric (LINEX and general entropy (GE)) loss functions. It has been seen that the symmetric and asymmetric Bayes estimators are obtained in closed forms. Also, based on this new censoring scheme, approximate confidence intervals for the parameters of CRD are developed. A practical example using real data set was used for illustration. Finally, to assess the performance of the proposed estimators, some numerical results using Monte Carlo simulation study were reported.