Inferences for Generalized Pareto Distribution Based on Progressive First-Failure Censoring Scheme
In this article, we consider estimation of the parameters of a generalized Pareto distribution and some lifetime indices such as those relating to reliability and hazard rate functions when the failure data are progressive first-failure censored. Both classical and Bayesian techniques are obtained....
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| Format: | Article |
| Language: | English |
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Wiley
2021-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2021/9325928 |
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| _version_ | 1832560743329824768 |
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| author | Rashad M. El-Sagheer Taghreed M. Jawa Neveen Sayed-Ahmed |
| author_facet | Rashad M. El-Sagheer Taghreed M. Jawa Neveen Sayed-Ahmed |
| author_sort | Rashad M. El-Sagheer |
| collection | DOAJ |
| description | In this article, we consider estimation of the parameters of a generalized Pareto distribution and some lifetime indices such as those relating to reliability and hazard rate functions when the failure data are progressive first-failure censored. Both classical and Bayesian techniques are obtained. In the Bayesian framework, the point estimations of unknown parameters under both symmetric and asymmetric loss functions are discussed, after having been estimated using the conjugate gamma and discrete priors for the shape and scale parameters, respectively. In addition, both exact and approximate confidence intervals as well as the exact confidence region for the estimators are constructed. A practical example using a simulated data set is analyzed. Finally, the performance of Bayes estimates is compared with that of maximum likelihood estimates through a Monte Carlo simulation study. |
| format | Article |
| id | doaj-art-829312d4d6184a60ba0f81f198d4db84 |
| institution | Kabale University |
| issn | 1099-0526 |
| language | English |
| publishDate | 2021-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Complexity |
| spelling | doaj-art-829312d4d6184a60ba0f81f198d4db842025-02-03T01:26:53ZengWileyComplexity1099-05262021-01-01202110.1155/2021/9325928Inferences for Generalized Pareto Distribution Based on Progressive First-Failure Censoring SchemeRashad M. El-Sagheer0Taghreed M. Jawa1Neveen Sayed-Ahmed2Mathematics DepartmentDepartment of Mathematics and StatisticsDepartment of Mathematics and StatisticsIn this article, we consider estimation of the parameters of a generalized Pareto distribution and some lifetime indices such as those relating to reliability and hazard rate functions when the failure data are progressive first-failure censored. Both classical and Bayesian techniques are obtained. In the Bayesian framework, the point estimations of unknown parameters under both symmetric and asymmetric loss functions are discussed, after having been estimated using the conjugate gamma and discrete priors for the shape and scale parameters, respectively. In addition, both exact and approximate confidence intervals as well as the exact confidence region for the estimators are constructed. A practical example using a simulated data set is analyzed. Finally, the performance of Bayes estimates is compared with that of maximum likelihood estimates through a Monte Carlo simulation study.http://dx.doi.org/10.1155/2021/9325928 |
| spellingShingle | Rashad M. El-Sagheer Taghreed M. Jawa Neveen Sayed-Ahmed Inferences for Generalized Pareto Distribution Based on Progressive First-Failure Censoring Scheme Complexity |
| title | Inferences for Generalized Pareto Distribution Based on Progressive First-Failure Censoring Scheme |
| title_full | Inferences for Generalized Pareto Distribution Based on Progressive First-Failure Censoring Scheme |
| title_fullStr | Inferences for Generalized Pareto Distribution Based on Progressive First-Failure Censoring Scheme |
| title_full_unstemmed | Inferences for Generalized Pareto Distribution Based on Progressive First-Failure Censoring Scheme |
| title_short | Inferences for Generalized Pareto Distribution Based on Progressive First-Failure Censoring Scheme |
| title_sort | inferences for generalized pareto distribution based on progressive first failure censoring scheme |
| url | http://dx.doi.org/10.1155/2021/9325928 |
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