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Estimation of P(X > Y) for the power Lindley distribution based on progressively type II right censored samples.
- Source :
-
Journal of Statistical Computation & Simulation . Jan2020, Vol. 90 Issue 2, p355-389. 35p. - Publication Year :
- 2020
-
Abstract
- In this study, we discuss the problem of estimating ρ = P (X > Y) , when X and Y are two independent power Lindley random variables, based on progressively type II right censored order statistics. The maximum likelihood estimator of ρ and its asymptotic distribution, asymptotic interval estimator of ρ, Bayesian point estimators for ρ under symmetric and asymmetric loss functions as well as credible intervals for ρ are achieved when X and Y have a common parameter. Since it seems that the integrals pertaining to the Bayes estimation cannot be obtained in explicit forms, we propose the Metropolis-Hastings within Gibbs algorithm to find the approximate Bayes estimates of ρ. A simulation study is given in order to evaluate the proposed estimators and compare the different methods, developed in the paper. The corresponding results for the general case (when X and Y have no common parameters), as well as two examples, are also provided. The paper finishes with some remarks. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00949655
- Volume :
- 90
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- Journal of Statistical Computation & Simulation
- Publication Type :
- Academic Journal
- Accession number :
- 140087620
- Full Text :
- https://doi.org/10.1080/00949655.2019.1685994