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Parameter estimation of inverse Lindley distribution for Type-I censored data

Author

Listed:
  • Suparna Basu

    (University of Burdwan
    Banaras Hindu University)

  • Sanjay Kumar Singh

    (Banaras Hindu University
    Banaras Hindu University)

  • Umesh Singh

    (Banaras Hindu University
    Banaras Hindu University)

Abstract

In life testing experiments, Type-I censoring scheme has been widely used due to its simplicity and poise with considerable gain in the completion time of an experiment. This article deals with the parameter estimation of inverse Lindley distribution when the data is Type-I censored. Estimates have been obtained under both the classical and Bayesian paradigm. In the classical scenario, estimates based on maximum likelihood and maximum product of spacings coupled with their 95% asymptotic confidence interval have been obtained. Under the Bayesian set up, the point estimate is obtained by considering squared error loss function using Markov Chain Monte Carlo technique and highest posterior density intervals based on these samples are reckoned. The performance of above mentioned techniques are evaluated on the basis of their simulated risks. Further, a real data set is analysed for appraisal of aforementioned estimation techniques under the specified censoring scheme.

Suggested Citation

  • Suparna Basu & Sanjay Kumar Singh & Umesh Singh, 2017. "Parameter estimation of inverse Lindley distribution for Type-I censored data," Computational Statistics, Springer, vol. 32(1), pages 367-385, March.
    • Handle: RePEc:spr:compst:v:32:y:2017:i:1:d:10.1007_s00180-016-0704-0
    DOI: 10.1007/s00180-016-0704-0
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    References listed on IDEAS

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    1. Anatolyev, Stanislav & Kosenok, Grigory, 2005. "An Alternative To Maximum Likelihood Based On Spacings," Econometric Theory, Cambridge University Press, vol. 21(2), pages 472-476, April.
    2. Kundu, Debasis & Howlader, Hatem, 2010. "Bayesian inference and prediction of the inverse Weibull distribution for Type-II censored data," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1547-1558, June.
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    Cited by:

    1. Suparna Basu & Sanjay K. Singh & Umesh Singh, 2019. "Estimation of Inverse Lindley Distribution Using Product of Spacings Function for Hybrid Censored Data," Methodology and Computing in Applied Probability, Springer, vol. 21(4), pages 1377-1394, December.
    2. Mazen Nassar & Farouq Mohammad A. Alam, 2022. "Analysis of Modified Kies Exponential Distribution with Constant Stress Partially Accelerated Life Tests under Type-II Censoring," Mathematics, MDPI, vol. 10(5), pages 1-26, March.
    3. Teena Goyal & Piyush K. Rai & Sandeep K. Maurya, 2020. "Bayesian Estimation for GDUS Exponential Distribution Under Type-I Progressive Hybrid Censoring," Annals of Data Science, Springer, vol. 7(2), pages 307-345, June.

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