Communications for Statistical Applications and Methods

  • 제27권4호
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  • Pages.413-430
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  • 2020
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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Bayesian estimation for the exponential distribution based on generalized multiply Type-II hybrid censoring

  • 투고 : 2020.02.26
  • 심사 : 2020.04.18
  • 발행 : 2020.07.31
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초록

The multiply Type-II hybrid censoring scheme is disadvantaged by an experiment time that is too long. To overcome this limitation, we propose a generalized multiply Type-II hybrid censoring scheme. Some estimators of the scale parameter of the exponential distribution are derived under a generalized multiply Type-II hybrid censoring scheme. First, the maximum likelihood estimator of the scale parameter of the exponential distribution is obtained under the proposed censoring scheme. Second, we obtain the Bayes estimators under different loss functions with a noninformative prior and an informative prior. We approximate the Bayes estimators by Lindleys approximation and the Tierney-Kadane method since the posterior distributions obtained by the two priors are complicated. In addition, the Bayes estimators are obtained by using the Markov Chain Monte Carlo samples. Finally, all proposed estimators are compared in the sense of the mean squared error through the Monte Carlo simulation and applied to real data.

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참고문헌

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