Journal of the Egyptian Mathematical Society (Oct 2017)
Statistical inferences based on an adaptive progressive type-II censoring from exponentiated exponential distribution
Abstract
In this paper, the estimation problem (point and interval) is studied under the exponentiated exponential (EE) distribution based on an adaptive progressive type-II censoring scheme. In point estimation, the maximum likelihood estimates (MLEâ²s) and Bayes estimates (BEâ²s), based on squared error (SE) and linear exponential (LINEX) loss functions, are computed. Also, the approximate confidence intervals for the parameters of EE distribution are obtained. A comparison study is made between the BEâ²s and MLEâ²s using the estimated risks (ERâ²s) criterion. Finally, point and interval estimations of all parameters are studied based on a generated adaptive type-II progressive censoring sample from a real data set as illustrative example. Keywords: Exponentiated exponential distribution, Adaptive progressive type-II censoring, Markov Chain Monte Carlo method, MSC: 62F10, 62F15, 62N01, 62N02