Limit theorems for the maximum likelihood estimate under general multiply Type II censoring

“…Balakrishnan [8] and Balasubramanian and Balakrishnan [9] discussed multiply Type-II scheme and have obtained the approximate MLEs and best linear unbiased estimators (BLUEs) of the parameters of exponential model for such a censoring scheme. Fei and Kong [10], Balakrishnan et al [11], and Kong and Fei [12] have also considered multiply Type-II censoring scheme for continuous life-time models. Such scheme is frequently adopted in those situations where there is not enough manpower and time to record failure time of each item.…”

Section: Etc)mentioning

confidence: 99%

Bayes estimation under exponentially weighted minimum expected loss function from multiply Type-II censored Rayleigh data

Shah¹,

Patel

2008

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In this paper, we present a Bayesian approach to inference in reliability studies based on multiply Type-II censored data from a Rayleigh distribution using exponentially weighted minimum expected loss function. In this study, we have obtained Bayes estimator of the parameter, reliability and failure rate of the Rayleigh distribution. Highest posterior density and maximum likelihood estimators are also obtained. A simulated study is carried out to assess the performance of the estimators along with their maximum likelihood estimators under multiply Type-II censoring schemes.

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“…This censoring scheme is useful in follow-up studies in epidemiology, reliability and endocrinology. Multiply Type II censoring has been considered by many authors like Balakrishnan [4], Fei and Kong [5], Kong and Fei [6] for continuous lifetime models.…”

Section: Introductionmentioning

confidence: 99%

Bayes Estimation of a Two‐Parameter Geometric Distribution under Multiply Type II Censoring

Shah¹,

Patel

2011

Journal of Quality and Reliability Engineering

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We derive Bayes estimators of reliability and the parameters of a two-parameter geometric distribution under the general entropy loss, minimum expected loss and linex loss, functions for a noninformative as well as beta prior from multiply Type II censored data. We have studied the robustness of the estimators using simulation and we observed that the Bayes estimators of reliability and the parameters of a two-parameter geometric distribution under all the above loss functions appear to be robust with respect to the correct choice of the hyperparameters a(b) and a wrong choice of the prior parameters b(a) of the beta prior.

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Limit theorems for the maximum likelihood estimate under general multiply Type II censoring

Abstract: Maximum likelihood estimation, multiply Type II censoring, law of large numbers, central limit theorem, order statistic,

Cited by 20 publications

References 13 publications

Estimation for two-parameter weibull distribution and extreme-value distribution under multiply type-II censoring

Estimation for two-parameter weibull distribution and extreme-value distribution under multiply type-II censoring

Bayes estimation under exponentially weighted minimum expected loss function from multiply Type-II censored Rayleigh data

Bayes Estimation of a Two‐Parameter Geometric Distribution under Multiply Type II Censoring

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