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Estimating the parameters of an inverse Weibull distribution under progressive type-I interval censoring

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  • Sukhdev Singh

    (Indian Institute of Technology Patna)

  • Yogesh Mani Tripathi

    (Indian Institute of Technology Patna)

Abstract

In this paper, we consider the problem of estimating unknown parameters of an inverse Weibull distribution when it is known that samples are progressive type-I interval censored. We propose an EM algorithm to obtain maximum likelihood estimates and mid point estimates. For comparison purpose Bayes estimates are also obtained under the square error loss function. A simulation study is conducted to access the performance of the proposed estimators and recommendations are made on the basis of simulation results. A real data set is also analyzed in detail for an illustration purpose. Finally, by making use of expected Fisher information matrix various inspection times and optimal censoring schemes are obtained.

Suggested Citation

  • Sukhdev Singh & Yogesh Mani Tripathi, 2018. "Estimating the parameters of an inverse Weibull distribution under progressive type-I interval censoring," Statistical Papers, Springer, vol. 59(1), pages 21-56, March.
    • Handle: RePEc:spr:stpapr:v:59:y:2018:i:1:d:10.1007_s00362-016-0750-2
    DOI: 10.1007/s00362-016-0750-2
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    References listed on IDEAS

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    1. N. Balakrishnan, 2007. "Progressive censoring methodology: an appraisal," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(2), pages 211-259, August.
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    5. Sanjay Kumar Singh & Umesh Singh & Dinesh Kumar, 2013. "Bayesian estimation of parameters of inverse Weibull distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(7), pages 1597-1607, July.
    6. Biswabrata Pradhan & Debasis Kundu, 2009. "On progressively censored generalized exponential distribution," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(3), pages 497-515, November.
    7. Sukhdev Singh & Yogesh Tripathi, 2015. "Reliability sampling plans for a lognormal distribution under progressive first-failure censoring with cost constraint," Statistical Papers, Springer, vol. 56(3), pages 773-817, August.
    8. 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:

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