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Inference of progressively type-II censored competing risks data from Chen distribution with an application

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  • Essam A. Ahmed
  • Ziyad Ali Alhussain
  • Mukhtar M. Salah
  • Hanan Haj Ahmed
  • M. S. Eliwa

Abstract

In this paper, the estimation of unknown parameters of Chen distribution is considered under progressive Type-II censoring in the presence of competing failure causes. It is assumed that the latent causes of failures have independent Chen distributions with the common shape parameter, but different scale parameters. From a frequentist perspective, the maximum likelihood estimate of parameters via expectation–maximization (EM) algorithm is obtained. Also, the expected Fisher information matrix based on the missing information principle is computed. By using the obtained expected Fisher information matrix of the MLEs, asymptotic 95% confidence intervals for the parameters are constructed. We also apply the bootstrap methods (Bootstrap-p and Bootstrap-t) to construct confidence intervals. From Bayesian aspect, the Bayes estimates of the unknown parameters are computed by applying the Markov chain Monte Carlo (MCMC) procedure, the average length and coverage rate of credible intervals are also carried out. The Bayes inference is based on the squared error, LINEX, and general entropy loss functions. The performance of point estimators and confidence intervals is evaluated by a simulation study. Finally, a real-life example is considered for illustrative purposes.

Suggested Citation

  • Essam A. Ahmed & Ziyad Ali Alhussain & Mukhtar M. Salah & Hanan Haj Ahmed & M. S. Eliwa, 2020. "Inference of progressively type-II censored competing risks data from Chen distribution with an application," Journal of Applied Statistics, Taylor & Francis Journals, vol. 47(13-15), pages 2492-2524, November.
  • Handle: RePEc:taf:japsta:v:47:y:2020:i:13-15:p:2492-2524
    DOI: 10.1080/02664763.2020.1815670
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    Citations

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    Cited by:

    1. Rajni Goel & Hare Krishna, 2024. "A study of accidental breakages in progressively type-ii censored lifetime experiments," 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. 15(6), pages 2105-2119, June.
    2. 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.
    3. Abdalla Abdel-Ghaly & Hanan Aly & Elham Abdel-Rahman, 2023. "Bayesian Inference Under Ramp Stress Accelerated Life Testing Using Stan," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 132-174, May.
    4. Subhankar Dutta & Suchandan Kayal, 2023. "Inference of a competing risks model with partially observed failure causes under improved adaptive type-II progressive censoring," Journal of Risk and Reliability, , vol. 237(4), pages 765-780, August.

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