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On Burr XII Distribution Analysis Under Progressive Type-II Hybrid Censored Data

Author

Listed:
  • M. Noori Asl

    (University of Tabriz)

  • R. Arabi Belaghi

    (University of Tabriz)

  • H. Bevrani

    (University of Tabriz)

Abstract

In the current paper, based on progressive type-II hybrid censored samples, the maximum likelihood and Bayes estimates for the two parameter Burr XII distribution are obtained. We propose the use of expectation-maximization (EM) algorithm to compute the maximum likelihood estimates (MLEs) of model parameters. Further, we derive the asymptotic variance-covariance matrix of the MLEs by applying the missing information principle and it can be utilized to construct asymptotic confidence intervals (CIs) for the parameters. The Bayes estimates of the unknown parameters are obtained under the assumption of gamma priors by using Lindley’s approximation and Markov chain Monte Carlo (MCMC) technique. Also, MCMC samples are used to construct the highest posterior density (HPD) credible intervals. Simulation study is conducted to investigate the accuracy of the estimates and compare the performance of CIs obtained. Finally, one real data set is analyzed for illustrative purposes.

Suggested Citation

  • M. Noori Asl & R. Arabi Belaghi & H. Bevrani, 2017. "On Burr XII Distribution Analysis Under Progressive Type-II Hybrid Censored Data," Methodology and Computing in Applied Probability, Springer, vol. 19(2), pages 665-683, June.
    • Handle: RePEc:spr:metcap:v:19:y:2017:i:2:d:10.1007_s11009-016-9514-7
    DOI: 10.1007/s11009-016-9514-7
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    References listed on IDEAS

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    1. Ng, H. K. T. & Chan, P. S. & Balakrishnan, N., 2002. "Estimation of parameters from progressively censored data using EM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 39(4), pages 371-386, June.
    2. Manoj Rastogi & Yogesh Tripathi, 2013. "Inference on unknown parameters of a Burr distribution under hybrid censoring," Statistical Papers, Springer, vol. 54(3), pages 619-643, August.
    3. 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.
    4. Dallas Wingo, 1993. "Maximum likelihood methods for fitting the burr type XII distribution to multiply (progressively) censored life test data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 40(1), pages 203-210, December.
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    Cited by:

    1. Ruhul Ali Khan & Murari Mitra, 2021. "Estimation issues in the Exponential–Logarithmic model under hybrid censoring," Statistical Papers, Springer, vol. 62(1), pages 419-450, February.

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