Bayesian Estimation of the Scale Parameter of the Marshall-Olkin Exponential Distribution under Progressively Type-II Censored Samples

Abstract

This paper studies the Bayes estimator, the maximum likelihood estimator and the approximate likelihood estimator of the scale parameter for the Marshall-Olkin exponential distribution under the progressive type-II censored sample. All the estimators, Bayes estimator, maximum likelihood estimator and approximate likelihood estimator are presented and derived in simple forms. It observed that the Bayes estimator and the maximum likelihood estimator can not be solved analytically, hence it is solved numerically. Finally the comparison method is presented in order to compare the performance between these estimators.

Keywords

• Progressive censoring
• approximate maximum likelihood estimator
• Bayes estimator
• exponential distribution