Estimation, Prediction and Life Testing Plan for the Exponentiated Gumbel Type-II Progressive Censored Data
Autor(a) principal: | |
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Data de Publicação: | 2023 |
Outros Autores: | |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | https://doi.org/10.57805/revstat.v21i4.440 |
Resumo: | This article accentuates the estimation and prediction of a three-parameter exponentiated Gumbel type-II (EGT-II) distribution when the data are progressively type-II (PT-II) censored. We obtain maximum likelihood (ML) estimates using expectation maximization (EM) and stochastic expectation maximization (StEM) algorithms. The existence and uniqueness of the ML estimates are discussed. We construct boot- strap confidence intervals. The Bayes estimates are derived with respect to a general entropy loss function. We adopt Lindley's approximation, importance sampling and Metropolis-Hastings (MH) methods. The highest posterior density credible interval is computed based on MH algorithm. Bayesian predictors and associated Bayesian predictive interval estimates are obtained. A real life data set is considered for the purpose of illustration. Finally, we propose different criteria for comparison of different sampling schemes in order to obtain the optimal sampling scheme. |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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7160 |
spelling |
Estimation, Prediction and Life Testing Plan for the Exponentiated Gumbel Type-II Progressive Censored DataEM algorithmstochastic EM algorithmLindley's approximationimportance samplingMH algorithmoptimal censoringThis article accentuates the estimation and prediction of a three-parameter exponentiated Gumbel type-II (EGT-II) distribution when the data are progressively type-II (PT-II) censored. We obtain maximum likelihood (ML) estimates using expectation maximization (EM) and stochastic expectation maximization (StEM) algorithms. The existence and uniqueness of the ML estimates are discussed. We construct boot- strap confidence intervals. The Bayes estimates are derived with respect to a general entropy loss function. We adopt Lindley's approximation, importance sampling and Metropolis-Hastings (MH) methods. The highest posterior density credible interval is computed based on MH algorithm. Bayesian predictors and associated Bayesian predictive interval estimates are obtained. A real life data set is considered for the purpose of illustration. Finally, we propose different criteria for comparison of different sampling schemes in order to obtain the optimal sampling scheme.Statistics Portugal2023-11-09info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttps://doi.org/10.57805/revstat.v21i4.440https://doi.org/10.57805/revstat.v21i4.440REVSTAT-Statistical Journal; Vol. 21 No. 4 (2023): REVSTAT-Statistical Journal; 509–533REVSTAT; Vol. 21 N.º 4 (2023): REVSTAT-Statistical Journal; 509–5332183-03711645-6726reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAPenghttps://revstat.ine.pt/index.php/REVSTAT/article/view/440https://revstat.ine.pt/index.php/REVSTAT/article/view/440/666Maiti, KousikKayal , Suchandaninfo:eu-repo/semantics/openAccess2023-11-11T06:30:22Zoai:revstat:article/440Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T22:37:57.633747Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
Estimation, Prediction and Life Testing Plan for the Exponentiated Gumbel Type-II Progressive Censored Data |
title |
Estimation, Prediction and Life Testing Plan for the Exponentiated Gumbel Type-II Progressive Censored Data |
spellingShingle |
Estimation, Prediction and Life Testing Plan for the Exponentiated Gumbel Type-II Progressive Censored Data Maiti, Kousik EM algorithm stochastic EM algorithm Lindley's approximation importance sampling MH algorithm optimal censoring |
title_short |
Estimation, Prediction and Life Testing Plan for the Exponentiated Gumbel Type-II Progressive Censored Data |
title_full |
Estimation, Prediction and Life Testing Plan for the Exponentiated Gumbel Type-II Progressive Censored Data |
title_fullStr |
Estimation, Prediction and Life Testing Plan for the Exponentiated Gumbel Type-II Progressive Censored Data |
title_full_unstemmed |
Estimation, Prediction and Life Testing Plan for the Exponentiated Gumbel Type-II Progressive Censored Data |
title_sort |
Estimation, Prediction and Life Testing Plan for the Exponentiated Gumbel Type-II Progressive Censored Data |
author |
Maiti, Kousik |
author_facet |
Maiti, Kousik Kayal , Suchandan |
author_role |
author |
author2 |
Kayal , Suchandan |
author2_role |
author |
dc.contributor.author.fl_str_mv |
Maiti, Kousik Kayal , Suchandan |
dc.subject.por.fl_str_mv |
EM algorithm stochastic EM algorithm Lindley's approximation importance sampling MH algorithm optimal censoring |
topic |
EM algorithm stochastic EM algorithm Lindley's approximation importance sampling MH algorithm optimal censoring |
description |
This article accentuates the estimation and prediction of a three-parameter exponentiated Gumbel type-II (EGT-II) distribution when the data are progressively type-II (PT-II) censored. We obtain maximum likelihood (ML) estimates using expectation maximization (EM) and stochastic expectation maximization (StEM) algorithms. The existence and uniqueness of the ML estimates are discussed. We construct boot- strap confidence intervals. The Bayes estimates are derived with respect to a general entropy loss function. We adopt Lindley's approximation, importance sampling and Metropolis-Hastings (MH) methods. The highest posterior density credible interval is computed based on MH algorithm. Bayesian predictors and associated Bayesian predictive interval estimates are obtained. A real life data set is considered for the purpose of illustration. Finally, we propose different criteria for comparison of different sampling schemes in order to obtain the optimal sampling scheme. |
publishDate |
2023 |
dc.date.none.fl_str_mv |
2023-11-09 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
https://doi.org/10.57805/revstat.v21i4.440 https://doi.org/10.57805/revstat.v21i4.440 |
url |
https://doi.org/10.57805/revstat.v21i4.440 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
https://revstat.ine.pt/index.php/REVSTAT/article/view/440 https://revstat.ine.pt/index.php/REVSTAT/article/view/440/666 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.publisher.none.fl_str_mv |
Statistics Portugal |
publisher.none.fl_str_mv |
Statistics Portugal |
dc.source.none.fl_str_mv |
REVSTAT-Statistical Journal; Vol. 21 No. 4 (2023): REVSTAT-Statistical Journal; 509–533 REVSTAT; Vol. 21 N.º 4 (2023): REVSTAT-Statistical Journal; 509–533 2183-0371 1645-6726 reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação instacron:RCAAP |
instname_str |
Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
instacron_str |
RCAAP |
institution |
RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
collection |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
repository.name.fl_str_mv |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
repository.mail.fl_str_mv |
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1799134938058981376 |