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Bayesian estimation based on progressive Type-II censoring from two-parameter bathtub-shaped lifetime model: an Markov chain Monte Carlo approach

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  • Essam A. Ahmed

Abstract

In this paper, maximum likelihood and Bayes estimators of the parameters, reliability and hazard functions have been obtained for two-parameter bathtub-shaped lifetime distribution when sample is available from progressive Type-II censoring scheme. The Markov chain Monte Carlo (MCMC) method is used to compute the Bayes estimates of the model parameters. It has been assumed that the parameters have gamma priors and they are independently distributed. Gibbs within the Metropolis--Hasting algorithm has been applied to generate MCMC samples from the posterior density function. Based on the generated samples, the Bayes estimates and highest posterior density credible intervals of the unknown parameters as well as reliability and hazard functions have been computed. The results of Bayes estimators are obtained under both the balanced-squared error loss and balanced linear-exponential (BLINEX) loss. Moreover, based on the asymptotic normality of the maximum likelihood estimators the approximate confidence intervals (CIs) are obtained. In order to construct the asymptotic CI of the reliability and hazard functions, we need to find the variance of them, which are approximated by delta and Bootstrap methods. Two real data sets have been analyzed to demonstrate how the proposed methods can be used in practice.

Suggested Citation

  • Essam A. Ahmed, 2014. "Bayesian estimation based on progressive Type-II censoring from two-parameter bathtub-shaped lifetime model: an Markov chain Monte Carlo approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(4), pages 752-768, April.
    • Handle: RePEc:taf:japsta:v:41:y:2014:i:4:p:752-768
    DOI: 10.1080/02664763.2013.847907
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    Cited by:

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    2. Nesreen M. Al-Olaimat & Husam A. Bayoud & Mohammad Z. Raqab, 2021. "Record data from Kies distribution and related statistical inferences," Statistics in Transition New Series, Polish Statistical Association, vol. 22(4), pages 153-170, December.
    3. Ziyad A. Alhussain & Essam A. Ahmed, 2020. "Estimation of exponentiated Nadarajah-Haghighi distribution under progressively type-II censored sample with application to bladder cancer data," Indian Journal of Pure and Applied Mathematics, Springer, vol. 51(2), pages 631-657, June.
    4. Al-Olaimat Nesreen M. & Bayoud Husam A. & Raqab Mohammad Z., 2021. "Record data from Kies distribution and related statistical inferences," Statistics in Transition New Series, Statistics Poland, vol. 22(4), pages 153-170, December.
    5. Wenjie Zhang & Wenhao Gui, 2022. "Statistical Inference and Optimal Design of Accelerated Life Testing for the Chen Distribution under Progressive Type-II Censoring," Mathematics, MDPI, vol. 10(9), pages 1-21, May.
    6. Hassan M. Okasha & Heba S. Mohammed & Yuhlong Lio, 2021. "E-Bayesian Estimation of Reliability Characteristics of a Weibull Distribution with Applications," Mathematics, MDPI, vol. 9(11), pages 1-19, May.
    7. Siyi Chen & Wenhao Gui, 2020. "Statistical Analysis of a Lifetime Distribution with a Bathtub-Shaped Failure Rate Function under Adaptive Progressive Type-II Censoring," Mathematics, MDPI, vol. 8(5), pages 1-21, April.
    8. Kousik Maiti & Suchandan Kayal, 2019. "Estimation for the generalized Fréchet distribution under progressive censoring scheme," 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. 10(5), pages 1276-1301, October.
    9. Kotb, M.S. & Raqab, M.Z., 2019. "Statistical inference for modified Weibull distribution based on progressively type-II censored data," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 162(C), pages 233-248.
    10. Refah Alotaibi & Faten S. Alamri & Ehab M. Almetwally & Min Wang & Hoda Rezk, 2022. "Classical and Bayesian Inference of a Progressive-Stress Model for the Nadarajah–Haghighi Distribution with Type II Progressive Censoring and Different Loss Functions," Mathematics, MDPI, vol. 10(9), pages 1-19, May.
    11. Mohammad Z. Raqab & Omar M. Bdair & Fahad M. Al-Aboud, 2018. "Inference for the two-parameter bathtub-shaped distribution based on record data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(3), pages 229-253, April.
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    14. Xuehua Hu & Wenhao Gui, 2018. "Bayesian and Non-Bayesian Inference for the Generalized Pareto Distribution Based on Progressive Type II Censored Sample," Mathematics, MDPI, vol. 6(12), pages 1-26, December.

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