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Statistical Inference for the Chen Distribution Based on Upper Record Values

Author

Listed:
  • Farhad Yousaf

    (Quaid-i-Azam University)

  • Sajid Ali

    (Quaid-i-Azam University)

  • Ismail Shah

    (Quaid-i-Azam University)

Abstract

This article presents the Bayesian and classical inferences for the Chen distribution assuming upper record values. As the posterior distribution is not in a closed form, a Markov Chain Monte Carlo method is presented to obtain the posterior summaries. To assess the effect of prior on the estimated parameters, sensitivity analysis is also a part of this study. Moreover, a comparison between the Bayesian and frequentist approaches is also given. Besides the simulation studies, a real data example to show the application of the study is also discussed.

Suggested Citation

  • Farhad Yousaf & Sajid Ali & Ismail Shah, 2019. "Statistical Inference for the Chen Distribution Based on Upper Record Values," Annals of Data Science, Springer, vol. 6(4), pages 831-851, December.
    • Handle: RePEc:spr:aodasc:v:6:y:2019:i:4:d:10.1007_s40745-019-00214-7
    DOI: 10.1007/s40745-019-00214-7
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    References listed on IDEAS

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    1. Chen, Zhenmin, 2000. "A new two-parameter lifetime distribution with bathtub shape or increasing failure rate function," Statistics & Probability Letters, Elsevier, vol. 49(2), pages 155-161, August.
    2. Pakhteev, A. & Stepanov, A., 2016. "Simulation of Gamma records," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 204-212.
    3. Yogendra P. Chaubey & Rui Zhang, 2015. "An Extension of Chen’s Family of Survival Distributions with Bathtub Shape or Increasing Hazard Rate Function," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(19), pages 4049-4064, October.
    4. Jafar Ahmadi & M. Doostparast, 2006. "Bayesian estimation and prediction for some life distributions based on record values," Statistical Papers, Springer, vol. 47(3), pages 373-392, June.
    5. Ahmadi, J. & MirMostafaee, S.M.T.K., 2009. "Prediction intervals for future records and order statistics coming from two parameter exponential distribution," Statistics & Probability Letters, Elsevier, vol. 79(7), pages 977-983, April.
    6. Essam Al-Hussaini & Abd Ahmad, 2003. "On Bayesian interval prediction of future records," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 12(1), pages 79-99, June.
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    Cited by:

    1. Hiba Z. Muhammed & Ehab M. Almetwally, 2023. "Bayesian and Non-Bayesian Estimation for the Bivariate Inverse Weibull Distribution Under Progressive Type-II Censoring," Annals of Data Science, Springer, vol. 10(2), pages 481-512, April.
    2. Varun Agiwal, 2023. "Bayesian Estimation of Stress Strength Reliability from Inverse Chen Distribution with Application on Failure Time Data," Annals of Data Science, Springer, vol. 10(2), pages 317-347, April.
    3. Muhammad Aslam & Rahila Yousaf & Sajid Ali, 2020. "Bayesian Estimation of Transmuted Pareto Distribution for Complete and Censored Data," Annals of Data Science, Springer, vol. 7(4), pages 663-695, December.

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