On progressively first failure censored Lindley distribution

Computational Statistics - Tập 31 - Trang 139-163 - 2015
Madhulika Dube1, Renu Garg1, Hare Krishna2
1Department of Statistics, Maharshi Dayanand University, Rohtak, India
2Department of Statistics, Chaudhary Charan Singh University, Meerut, India

Tóm tắt

This article deals with the progressively first failure censored Lindley distribution. Maximum likelihood and Bayes estimators of the parameter and reliability characteristics of Lindley distribution based on progressively first failure censored samples are derived. Asymptotic confidence intervals based on observed Fisher information and bootstrap confidence intervals of the parameter are constructed. Bayes estimators using non-informative and gamma informative priors are derived using importance sampling procedure and Metropolis–Hastings (MH) algorithm under squared error loss function. Also, HPD credible intervals based on importance sampling procedure and MH algorithm for the parameter are constructed. To study the performance of various estimators discussed in this article, a Monte Carlo simulation study is conducted. Finally, a real data set is studied for illustration purposes.

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