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An objective Bayesian analysis of the two-parameter half-logistic distribution based on progressively type-II censored samples

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  • Jung-In Seo
  • Suk-Bok Kang

Abstract

This paper develops an objective Bayesian analysis method for estimating unknown parameters of the half-logistic distribution when a sample is available from the progressively Type-II censoring scheme. Noninformative priors such as Jeffreys and reference priors are derived. In addition, derived priors are checked to determine whether they satisfy probability-matching criteria. The Metropolis–Hasting algorithm is applied to generate Markov chain Monte Carlo samples from these posterior density functions because marginal posterior density functions of each parameter cannot be expressed in an explicit form. Monte Carlo simulations are conducted to investigate frequentist properties of estimated models under noninformative priors. For illustration purposes, a real data set is presented, and the quality of models under noninformative priors is evaluated through posterior predictive checking.

Suggested Citation

  • Jung-In Seo & Suk-Bok Kang, 2016. "An objective Bayesian analysis of the two-parameter half-logistic distribution based on progressively type-II censored samples," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(12), pages 2172-2190, September.
    • Handle: RePEc:taf:japsta:v:43:y:2016:i:12:p:2172-2190
    DOI: 10.1080/02664763.2015.1134446
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    References listed on IDEAS

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    1. Shuo-Jye Wu, 2008. "Estimation of the two-parameter bathtub-shaped lifetime distribution with progressive censoring," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(10), pages 1139-1150.
    2. Balakrishnan, N. & Childs, A. & Chandrasekar, B., 2002. "An efficient computational method for moments of order statistics under progressive censoring," Statistics & Probability Letters, Elsevier, vol. 60(4), pages 359-365, December.
    3. Balakrishnan, N. & Saleh, H.M., 2011. "Relations for moments of progressively Type-II censored order statistics from half-logistic distribution with applications to inference," Computational Statistics & Data Analysis, Elsevier, vol. 55(10), pages 2775-2792, October.
    4. Xu, Ancha & Tang, Yincai, 2010. "Reference analysis for Birnbaum-Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 54(1), pages 185-192, January.
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    Cited by:

    1. Jeon, Young Eun & Kang, Suk-Bok, 2020. "Estimation for the half-logistic distribution based on multiply Type-II hybrid censoring," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 550(C).
    2. 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.

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