Estimation in Residual lifetime Lindley distribution with Type II censored data
Tóm tắt
In the present paper, we consider the residual lifetime Type-II censored Lindley distribution model with unknown parameter θ. Maximum likelihood estimation with asymptotic confidence intervals are used to estimate the parameter and the reliability characteristics. Bootstrap-p and t confidence intervals are also developed. Bayes estimates using generalized entropy loss function (GELF) with highest posterior density (HPD) credible intervals are obtained for the parameter and the reliability characteristics. Here, the posterior distribution is not in an explicit form therefore, we use Metropolis–Hastings algorithm to estimate the posterior distribution. To perform the analysis of the estimation procedures, a Markov Chain Monte Carlo simulation study is performed. For giving illustration to our work, a real data example is also studied.
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