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Inference for mixed generalized exponential distribution under progressively type-II censored samples

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  • Yuzhu Tian
  • Qianqian Zhu
  • Maozai Tian

Abstract

In industrial life tests, reliability analysis and clinical trials, the type-II progressive censoring methodology, which allows for random removals of the remaining survival units at each failure time, has become quite popular for analyzing lifetime data. Parameter estimation under progressively type-II censored samples for many common lifetime distributions has been investigated extensively. However, how to estimate unknown parameters of the mixed distribution models under progressive type-II censoring schemes is still a challenging and interesting problem. Based on progressively type-II censored samples, this paper addresses the estimation problem of mixed generalized exponential distributions. In addition, it is observed that the maximum-likelihood estimates (MLEs) cannot be easily obtained in closed form due to the complexity of the likelihood function. Thus, we make good use of the expectation-maximization algorithm to obtain the MLEs. Finally, some simulations are implemented in order to show the performance of the proposed method under finite samples and a case analysis is illustrated.

Suggested Citation

  • Yuzhu Tian & Qianqian Zhu & Maozai Tian, 2014. "Inference for mixed generalized exponential distribution under progressively type-II censored samples," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(3), pages 660-676, March.
    • Handle: RePEc:taf:japsta:v:41:y:2014:i:3:p:660-676
    DOI: 10.1080/02664763.2013.847070
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    Cited by:

    1. Zhao, Xian & Li, Ziyue & Wang, Xiaoyue & Guo, Bin, 2023. "Reliability of performance-based system containing multiple load-sharing subsystems with protective devices considering protection randomness," Reliability Engineering and System Safety, Elsevier, vol. 239(C).
    2. Yanbo Song & Xiaoyue Wang, 2022. "Reliability Analysis of the Multi-State k -out-of- n : F Systems with Multiple Operation Mechanisms," Mathematics, MDPI, vol. 10(23), pages 1-16, December.
    3. Tian, Yuzhu & Zhu, Qianqian & Tian, Maozai, 2015. "Estimation for mixed exponential distributions under type-II progressively hybrid censored samples," Computational Statistics & Data Analysis, Elsevier, vol. 89(C), pages 85-96.

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