Estimating the entropy of a Rayleigh model under progressive first-failure censoring

IF 1.2 3区数学 Q2 STATISTICS & PROBABILITY

Statistical Papers Pub Date : 2023-12-14 DOI:10.1007/s00362-023-01508-y

Mohammed S. Kotb, Huda M. Alomari

引用次数: 0

Abstract

Based on a progressive first-failure censoring (PFFC) sample, we discuss the statistical inferences of the entropy of a Rayleigh distribution. In particular, the Maximum likelihood and the different Bayes estimates for entropy are derived and compared via a Monte Carlo simulation study. Bayes estimators are developed using both symmetric and asymmetric loss functions. Approximate confidence intervals (CIs) and credible intervals (CrIs) of the entropy of the model are also performed. Numerical examples and a real data set are given to illustrate the proposed estimators.

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估算渐进式首次失败普查下的瑞利模型熵

基于渐进式首次失败普查（PFFC）样本，我们讨论了瑞利分布熵的统计推断。特别是，通过蒙特卡罗模拟研究，得出了熵的最大似然估计值和不同的贝叶斯估计值，并进行了比较。使用对称和非对称损失函数开发了贝叶斯估计器。此外，还对模型熵进行了近似置信区间（CI）和可信区间（CrIs）分析。还给出了数值示例和真实数据集，以说明所提出的估计方法。

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来源期刊

Statistical Papers 数学-统计学与概率论

CiteScore

2.80

自引率

7.70%

发文量

审稿时长

6-12 weeks

期刊介绍： The journal Statistical Papers addresses itself to all persons and organizations that have to deal with statistical methods in their own field of work. It attempts to provide a forum for the presentation and critical assessment of statistical methods, in particular for the discussion of their methodological foundations as well as their potential applications. Methods that have broad applications will be preferred. However, special attention is given to those statistical methods which are relevant to the economic and social sciences. In addition to original research papers, readers will find survey articles, short notes, reports on statistical software, problem section, and book reviews.