Statistical Inference of the Generalized Inverted Exponential Distribution under Joint Progressively Type-II Censoring

Entropy

Wenhao Gui¹  Qiyue Chen¹ 

[1] School of Mathematics and Statistics, Beijing Jiaotong University, Beijing 100044, China;

关键词: generalized inverted exponential distribution;    joint progressively type-II censoring scheme;    EM algorithm;    maximum likelihood estimation;    bootstrap method;    Bayesian inference;   

DOI  :  10.3390/e24050576

来源: DOAJ

【 摘 要 】

In this paper, we study the statistical inference of the generalized inverted exponential distribution with the same scale parameter and various shape parameters based on joint progressively type-II censored data. The expectation maximization (EM) algorithm is applied to calculate the maximum likelihood estimates (MLEs) of the parameters. We obtain the observed information matrix based on the missing value principle. Interval estimations are computed by the bootstrap method. We provide Bayesian inference for the informative prior and the non-informative prior. The importance sampling technique is performed to derive the Bayesian estimates and credible intervals under the squared error loss function and the linex loss function, respectively. Eventually, we conduct the Monte Carlo simulation and real data analysis. Moreover, we consider the parameters that have order restrictions and provide the maximum likelihood estimates and Bayesian inference.

【 授权许可】

Unknown