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Estimation of the two-parameter bathtub-shaped lifetime distribution with progressive censoring

Estimation of the two-parameter bathtub-shaped lifetime distribution with progressive censoring In this paper, we investigate the estimation problem concerning a progressively type-II censored sample from the two-parameter bathtub-shaped lifetime distribution. We use the maximum likelihood method to obtain the point estimators of the parameters. We also provide a method for constructing an exact confidence interval and an exact joint confidence region for the parameters. Two numerical examples are presented to illustrate the method of inference developed here. Finally, Monte Carlo simulation studies are used to assess the performance of our proposed method. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Journal of Applied Statistics Taylor & Francis

Estimation of the two-parameter bathtub-shaped lifetime distribution with progressive censoring

Journal of Applied Statistics , Volume 35 (10): 12 – Oct 1, 2008
12 pages

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References (32)

Publisher
Taylor & Francis
Copyright
Copyright Taylor & Francis Group, LLC
ISSN
1360-0532
eISSN
0266-4763
DOI
10.1080/02664760802264996
Publisher site
See Article on Publisher Site

Abstract

In this paper, we investigate the estimation problem concerning a progressively type-II censored sample from the two-parameter bathtub-shaped lifetime distribution. We use the maximum likelihood method to obtain the point estimators of the parameters. We also provide a method for constructing an exact confidence interval and an exact joint confidence region for the parameters. Two numerical examples are presented to illustrate the method of inference developed here. Finally, Monte Carlo simulation studies are used to assess the performance of our proposed method.

Journal

Journal of Applied StatisticsTaylor & Francis

Published: Oct 1, 2008

Keywords: confidence interval; hazard function; joint confidence region; maximum likelihood estimator; pivot; progressive type-II censoring

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