{"title":"基于随机截尾数据的林德利分布参数和可靠性估计","authors":"Renu Garg, M. Dube, H. Krishna","doi":"10.19139/soic-2310-5070-692","DOIUrl":null,"url":null,"abstract":"This article deals with the estimation of parameters and reliability characteristics of Lindley distribution underrandom censoring. Expected time on test based on randomly censored data is obtained. The maximum likelihood estimators of the unknown parameters and reliability characteristics are derived. The asymptotic, bootstrap p and bootstrap t confidence intervals of the parameters are constructed. The Bayes estimators of the parameters and reliability characteristics under squared error loss function using non-informative and gamma informative priors are obtained. For computing of Bayes estimates, Lindley approximation and MCMC methods are considered. Highest posterior density (HPD) credible intervals of the parameters are obtained using MCMC method. Various estimation procedures are compared using a Monte Carlo simulation study. Finally, a real data set is analyzed for illustration purposes.","PeriodicalId":93376,"journal":{"name":"Statistics, optimization & information computing","volume":"8 1","pages":"80-97"},"PeriodicalIF":0.0000,"publicationDate":"2020-02-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"7","resultStr":"{\"title\":\"Estimation of Parameters and Reliability Characteristics in Lindley Distribution Using Randomly Censored Data\",\"authors\":\"Renu Garg, M. Dube, H. Krishna\",\"doi\":\"10.19139/soic-2310-5070-692\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This article deals with the estimation of parameters and reliability characteristics of Lindley distribution underrandom censoring. Expected time on test based on randomly censored data is obtained. The maximum likelihood estimators of the unknown parameters and reliability characteristics are derived. The asymptotic, bootstrap p and bootstrap t confidence intervals of the parameters are constructed. The Bayes estimators of the parameters and reliability characteristics under squared error loss function using non-informative and gamma informative priors are obtained. For computing of Bayes estimates, Lindley approximation and MCMC methods are considered. Highest posterior density (HPD) credible intervals of the parameters are obtained using MCMC method. Various estimation procedures are compared using a Monte Carlo simulation study. Finally, a real data set is analyzed for illustration purposes.\",\"PeriodicalId\":93376,\"journal\":{\"name\":\"Statistics, optimization & information computing\",\"volume\":\"8 1\",\"pages\":\"80-97\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-02-17\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"7\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Statistics, optimization & information computing\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.19139/soic-2310-5070-692\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Statistics, optimization & information computing","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.19139/soic-2310-5070-692","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Estimation of Parameters and Reliability Characteristics in Lindley Distribution Using Randomly Censored Data
This article deals with the estimation of parameters and reliability characteristics of Lindley distribution underrandom censoring. Expected time on test based on randomly censored data is obtained. The maximum likelihood estimators of the unknown parameters and reliability characteristics are derived. The asymptotic, bootstrap p and bootstrap t confidence intervals of the parameters are constructed. The Bayes estimators of the parameters and reliability characteristics under squared error loss function using non-informative and gamma informative priors are obtained. For computing of Bayes estimates, Lindley approximation and MCMC methods are considered. Highest posterior density (HPD) credible intervals of the parameters are obtained using MCMC method. Various estimation procedures are compared using a Monte Carlo simulation study. Finally, a real data set is analyzed for illustration purposes.