IDEAS home Printed from https://ideas.repec.org/a/spr/compst/v33y2018i1d10.1007_s00180-017-0725-3.html
   My bibliography  Save this article

Classical and Bayesian inference in two parameter exponential distribution with randomly censored data

Author

Listed:
  • H. Krishna

    (Ch. Charan Singh University)

  • N. Goel

    (Ch. Charan Singh University)

Abstract

This paper deal with the classical and Bayesian estimation for two parameter exponential distribution having scale and location parameters with randomly censored data. The censoring time is also assumed to follow a two parameter exponential distribution with different scale but same location parameter. The main stress is on the location parameter in this paper. This parameter has not yet been studied with random censoring in literature. Fitting and using exponential distribution on the range $$(0, \infty )$$ ( 0 , ∞ ) , specially when the minimum observation in the data set is significantly large, will give estimates far from accurate. First we obtain the maximum likelihood estimates of the unknown parameters with their variances and asymptotic confidence intervals. Some other classical methods of estimation such as method of moment, L-moments and least squares are also employed. Next, we discuss the Bayesian estimation of the unknown parameters using Gibbs sampling procedures under generalized entropy loss function with inverted gamma priors and Highest Posterior Density credible intervals. We also consider some reliability and experimental characteristics and their estimates. A Monte Carlo simulation study is performed to compare the proposed estimates. Two real data examples are given to illustrate the importance of the location parameter.

Suggested Citation

  • H. Krishna & N. Goel, 2018. "Classical and Bayesian inference in two parameter exponential distribution with randomly censored data," Computational Statistics, Springer, vol. 33(1), pages 249-275, March.
  • Handle: RePEc:spr:compst:v:33:y:2018:i:1:d:10.1007_s00180-017-0725-3
    DOI: 10.1007/s00180-017-0725-3
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s00180-017-0725-3
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s00180-017-0725-3?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. M. Ghitany, 2001. "A compound Rayleigh survival model and its application to randomly censored data," Statistical Papers, Springer, vol. 42(4), pages 437-450, October.
    2. Muhammad Danish & Muhammad Aslam, 2013. "Bayesian estimation for randomly censored generalized exponential distribution under asymmetric loss functions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(5), pages 1106-1119.
    3. M. E. Ghitany & S. Al-Awadhi, 2002. "Maximum likelihood estimation of Burr XII distribution parameters under random censoring," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(7), pages 955-965.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Neha Goel & Hare Krishna, 2022. "Different methods of estimation in two parameter Geometric distribution with randomly censored data," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 13(4), pages 1652-1665, August.
    2. Junru Ren & Wenhao Gui, 2021. "Inference and optimal censoring scheme for progressively Type-II censored competing risks model for generalized Rayleigh distribution," Computational Statistics, Springer, vol. 36(1), pages 479-513, March.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Neha Goel, 2018. "Estimation Methods in Clinical Trials with Randomly Censored Exponential Healing Times and Rayleigh Dropout Times," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 8(3), pages 61-68, October.
    2. Neha Goel & Hare Krishna, 2022. "Different methods of estimation in two parameter Geometric distribution with randomly censored data," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 13(4), pages 1652-1665, August.
    3. Hare Krishna & Rajni Goel, 2024. "Inferences Based on Correlated Randomly Censored Gumbel’s Type-I Bivariate Exponential Distribution," Annals of Data Science, Springer, vol. 11(4), pages 1185-1207, August.
    4. Kapil Kumar, 2018. "Classical and Bayesian estimation in log-logistic distribution under random censoring," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 9(2), pages 440-451, April.
    5. Ilhan Usta, 2013. "Different estimation methods for the parameters of the extended Burr XII distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(2), pages 397-414, February.
    6. Francisco Louzada & Daniele C. T. Granzotto, 2016. "The transmuted log-logistic regression model: a new model for time up to first calving of cows," Statistical Papers, Springer, vol. 57(3), pages 623-640, September.
    7. Zang, Zhaoqi & Xu, Xiangdong & Yang, Chao & Chen, Anthony, 2018. "A closed-form estimation of the travel time percentile function for characterizing travel time reliability," Transportation Research Part B: Methodological, Elsevier, vol. 118(C), pages 228-247.
    8. Abbasi, B. & Hosseinifard, S.Z. & Coit, D.W., 2010. "A neural network applied to estimate Burr XII distribution parameters," Reliability Engineering and System Safety, Elsevier, vol. 95(6), pages 647-654.
    9. Francisco Louzada & Pedro Luiz Ramos, 2017. "A New Long-Term Survival Distribution," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 1(5), pages 104-109, May.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:33:y:2018:i:1:d:10.1007_s00180-017-0725-3. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.