Statistical inference for the Power Rayleigh distribution based on adaptive progressive Type-II censored data

Abstract

The Power Rayleigh distribution (PRD) is a new extension of the standard one-parameter Rayleigh distribution. To employ this distribution as a life model in the analysis of reliability and survival data, we focused on the statistical inference for the parameters of the PRD under the adaptive Type-II censored scheme. Point and interval estimates for the model parameters and the corresponding reliability function at a given time are obtained using likelihood, Bootstrap and Bayesian estimation methods. A simulation study is conducted in different settings of the life testing experiment to compare and evaluate the performance of the estimates obtained. In addition, the estimation procedure is also investigated in real lifetimes data. The results indicated that the obtained estimates gave an accurate and efficient estimation of the model parameters. The Bootstrap estimates are better than the estimates obtained by the likelihood estimation approach, and estimates obtained using the Markov Chain Monte Carlo method by the Bayesian approach under both the squared error and the general entropy loss functions have priority over other point and interval estimates. Under the adaptive Type-II censoring scheme, concluding results confirmed that the PRD can be effectively used to model the lifetimes in survival and reliability analysis.

Keywords

• power rayleigh distribution
• adaptive type-ii censored scheme
• maximum likelihood estimation
• bayesian estimation
• bootstrap estimation