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On Reliability Estimation of Lomax Distribution under Adaptive Type-I Progressive Hybrid Censoring Scheme

Author

Listed:
  • Hassan Okasha

    (Department of Statistics, Faculty of Science, King Abdulaziz University, Jeddah 21589, Saudi Arabia
    Department of Mathematics, Faculty of Science, Al-Azhar University, Cairo 11884, Egypt)

  • Yuhlong Lio

    (Department of Mathematical Sciences, University of South Dakota, Vermillion, SD 57069, USA)

  • Mohammed Albassam

    (Department of Statistics, Faculty of Science, King Abdulaziz University, Jeddah 21589, Saudi Arabia)

Abstract

Bayesian estimates involve the selection of hyper-parameters in the prior distribution. To deal with this issue, the empirical Bayesian and E-Bayesian estimates may be used to overcome this problem. The first one uses the maximum likelihood estimate (MLE) procedure to decide the hyper-parameters; while the second one uses the expectation of the Bayesian estimate taken over the joint prior distribution of the hyper-parameters. This study focuses on establishing the E-Bayesian estimates for the Lomax distribution shape parameter functions by utilizing the Gamma prior of the unknown shape parameter along with three distinctive joint priors of Gamma hyper-parameters based on the square error as well as two asymmetric loss functions. These two asymmetric loss functions include a general entropy and LINEX loss functions. To investigate the effect of the hyper-parameters’ selections, mathematical propositions have been derived for the E-Bayesian estimates of the three shape functions that comprise the identity, reliability and hazard rate functions. Monte Carlo simulation has been performed to compare nine E-Bayesian, three empirical Bayesian and Bayesian estimates and MLEs for any aforementioned functions. Additionally, one simulated and two real data sets from industry life test and medical study are applied for the illustrative purpose. Concluding notes are provided at the end.

Suggested Citation

  • Hassan Okasha & Yuhlong Lio & Mohammed Albassam, 2021. "On Reliability Estimation of Lomax Distribution under Adaptive Type-I Progressive Hybrid Censoring Scheme," Mathematics, MDPI, vol. 9(22), pages 1-38, November.
    • Handle: RePEc:gam:jmathe:v:9:y:2021:i:22:p:2903-:d:679338
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    References listed on IDEAS

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    1. Kundu, Debasis & Joarder, Avijit, 2006. "Analysis of Type-II progressively hybrid censored data," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2509-2528, June.
    2. Hon Keung Tony Ng & Debasis Kundu & Ping Shing Chan, 2009. "Statistical analysis of exponential lifetimes under an adaptive Type‐II progressive censoring scheme," Naval Research Logistics (NRL), John Wiley & Sons, vol. 56(8), pages 687-698, December.
    3. Balakrishnan, N. & Kundu, Debasis, 2013. "Hybrid censoring: Models, inferential results and applications," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 166-209.
    4. A. Childs & B. Chandrasekar & N. Balakrishnan & D. Kundu, 2003. "Exact likelihood inference based on Type-I and Type-II hybrid censored samples from the exponential distribution," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(2), pages 319-330, June.
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