×

Statistical inference for modified Weibull distribution based on progressively type-II censored data. (English) Zbl 1540.62131

Summary: In the context of survival and medical studies, it sounds more natural to have situations where the removal of units prior to failure is preplanned for cost or money constraints. Here in this paper, we consider the inference problem including estimation and prediction for three-parameter modified Weibull distribution based on progressively type-II censored sample data. The maximum likelihood and Bayes approaches based on conjugate and discrete priors for estimating the model parameters are derived. These Bayes estimators are developed and computed using the balanced square error and balanced LINEX loss functions. Approximate confidence intervals and credible intervals of the model parameters are also performed. The point predictors and credible intervals of unobserved units based on an informative progressive type-II censored data in one-sample and two-sample prediction problems are also developed. Monte Carlo simulations are performed for comparison purposes and one real data set is analyzed for illustrative purposes.

MSC:

62N05 Reliability and life testing
62F10 Point estimation
62F15 Bayesian inference
62N01 Censored data models

Software:

SPLIDA
Full Text: DOI

References:

[1] Abdel-Hamid, A. H.; Al-Hussaini, E. K., Bayesian Prediction for type-II progressive censored data from the Rayleigh distribution under progressive-stress model, J. Stat. Comput. Simul., 84, 6, 1297-1312 (2014) · Zbl 1453.62673
[2] Abu-Awwad, R. R.; Raqab, M. Z.; Al-Mudahakha, I. M., Statistical inference based on progressively type-II censored data from Weibull model, Comm. Statist. Simulation Comput., 44, 10, 2654-2670 (2015) · Zbl 1474.62157
[3] Ahmed, E. A., Bayesian Estimation based on progressive type-II censoring from two-parameter bathtub-shaped lifetime model: an Markov chain Monte Carlo approach, J. Appl. Stat., 41, 752-768 (2014) · Zbl 1514.62385
[4] Al-Hussaini, E. K.; Abdel-Hamid, A. H.; Hashem, A. F., One-sample Bayesian prediction intervals based on progressively type-II censored data from the half-logistic distribution under progressive stress model, Metrika, 78, 7, 771-783 (2015) · Zbl 1333.62227
[5] Ali Mousa, M. A.M., Inference and prediction for Pareto progressively censored data, J. Stat. Comput. Simul., 71, 163-181 (2001) · Zbl 1003.62022
[6] Ali Mousa, M. A.M.; Al-Sagheer, S. A., Bayesian Prediction for progressively type-II censored data from the Rayleigh model, Comm. Statist. Theory Methods, 34, 2353-2361 (2005) · Zbl 1081.62022
[7] Ali Mousa, M. A.M.; Jaheen, Z. F., Statistical inference for the Burr model based on progressively censored data, Comput. Math. Appl., 43, 1441-1449 (2002) · Zbl 1019.62093
[8] Asgharzadeh, A., Approximate MLE for the scaled generalized exponential distribution under progressive type-II censoring, J. Korean Statist. Soc., 38, 223-229 (2009) · Zbl 1293.62219
[9] Bain, L. J.; Engelhardt, M., Interval estimation for the two-parameter double exponential distribution, Technometrics, 15, 875-887 (1973) · Zbl 0269.62035
[10] Balakrishnan, N.; Aggarwala, R., Progressive Censoring (2000), Birkhäuser: Birkhäuser Boston
[11] Balakrishnan, N.; Childs, A.; Chandrasekar, B., An efficient computational method for moments of order statistics under progressive censoring, Statist. Probab. Lett., 60, 359-365 (2002) · Zbl 1045.62042
[12] Balakrishnan, N.; Cramer, E., The Art of Progressive Censoring: Applications to Reliability and Quality (2014), Birkhäuser: Birkhäuser New York · Zbl 1365.62001
[13] Balakrishnan, N.; Sandhu, R. A., A simple simulational algorithm for generating progressive type-ll censored samples, Amer. Statist., 49, 229-230 (1995)
[14] Basak, P.; Basak, I.; Balakrishnan, N., Estimation for the three-parameter lognormal distribution based on progressively censored data, Comput. Statist. Data Anal., 53, 3580-3592 (2009) · Zbl 1453.62036
[15] Berger, J. O., Statistical Descion Theory and Bayesian Analysis (1985), Springer: Springer New York · Zbl 0572.62008
[16] Berger, J. O.; Sun, D., Bayesian Analysis for the poly-Weibull distribution, J. Amer. Statist. Assoc., 88, 1412-1418 (1993) · Zbl 0792.62020
[17] Cordeiro, G. M.; Ortega, E. M.M.; Lemonte, A. J., The exponential-Weibull lifetime distribution, J. Stat. Comput. Simul., 84, 12, 2592-2606 (2014) · Zbl 1453.62681
[18] Fernández, A. J., On estimating exponential parameters with general type-II progressive censoring, J. Statist. Plann. Inference, 121, 135-147 (2004) · Zbl 1038.62090
[19] Gasmi, S.; Berzig, M., Parameters estimation of the modified weibull distribution based on type-I censored samples, Appl. Math. Sci., 5, 59, 2899-2917 (2011) · Zbl 1398.62054
[20] Jaheen, F., Prediction of progressive censored data from the Gompertz model, Comm. Statist. Simulation Comput., 32, 663-676 (2003) · Zbl 1081.62555
[21] Kaplan, E. L.; Meier, P., Nonparametric estimation from incomplete observations, J. Amer. Statist. Assoc., 53, 457-481 (1958) · Zbl 0089.14801
[22] Kappenman, R. F., Conditional confidence intervals for double exponential distribution parameters, Technometrics, 17, 233-235 (1975) · Zbl 0312.62031
[23] Kim, C.; Jung, J.; Chung, Y., Bayesian Estimation for the exponentiated Weibull model under type-II progressive censoring, Statist. Papers, 52, 1, 53-70 (2011) · Zbl 1247.62090
[24] Kotb, M. S., Bayesian Inference and prediction for modified Weibull distribution under generalized order statistics, J. Stat. Manag. Syst., 17, 547-578 (2014)
[25] Kotb, M. S.; Raqab, M. Z., Inference and prediction for modified Weibull distribution based on doubly censored samples, Math. Comput. Simul., 132, 195-207 (2017) · Zbl 1540.62130
[26] Kundu, D., Bayesian Inference and life testing plan for Weibull distribution in presence of progressive censoring, Technometrics, 50, 144-154 (2008)
[27] Lee, W. C.; Wu, J. W.; Hong, M. L.; Lin, L. S.; Chan, R. L., Assessing the lifetime performance index of Rayleigh products based on the Bayesian estimation under progressive type-II right censored samples, J. Comput. Appl. Math., 235, 1676-1688 (2011) · Zbl 1206.62180
[28] Madi, M. T.; Raqab, M. Z., Bayesian Inference for the generalized exponential distribution based on progressively censored data, Comm. Statist. Theory Methods, 38, 2016-2029 (2009) · Zbl 1167.62386
[29] Martz, H. F.; Waller, R. A., Bayesian Reliability Analysis (1982), Wiley: Wiley New York · Zbl 0597.62101
[30] Meeker, W. Q.; Escobar, L. A., Statistical Methods for Reliability Data (1998), Wiley: Wiley New York · Zbl 0949.62086
[31] Mohie El-Din, M. M.; Shafay, A. R., One- and two-sample Bayesian prediction intervals based on progressively type-II censored data, Statist. Papers, 54, 287-307 (2013) · Zbl 1364.62111
[32] Montanari, G. C.; Cacciari, M., Progressively-censored aging tests on XLPE-insulated cable models, IEEE Trans. Electr. Insul., 23, 365-372 (1988)
[33] Ng, H. K.T., Parameter estimation for a modeled Weibull distribution for progressively type-II censored samples, IEEE Trans. Reliab., 54, 3, 374-380 (2005)
[34] Raqab, M. Z.; Asgharzadeh, A.; Valiollahi, R., Prediction for Pareto distribution based on progressively type-II censored samples, Comput. Statist. Data Anal., 54, 1732-1743 (2010) · Zbl 1284.62608
[35] Sarhan, A. M.; Zaindin, M., Modified Weibull distribution, Appl. Sci., 11, 123-136 (2009) · Zbl 1186.62022
[36] Seo, J. I.; Kang, S. B., Predictions for progressively type-II censored failure times from the half triangle distribution, Commun. Stat. Appl. Methods, 21, 1, 93-103 (2014) · Zbl 1305.62346
[37] Soland, R. M., Bayesian Analysis of the Weibull process with unknown scale and shape parameters, IEEE Trans. Reliab., 18, 181-184 (1969)
[38] Soliman, A. A.; Abd Ellah, A. H.; Sultan, K. S., Comparison of estimates using record statistics from Weibull model: Bayesian and non-Bayesian approaches, Comput. Statist. Data Anal., 51, 2065-2077 (2006) · Zbl 1157.62366
[39] Varian, H. R., A Bayesian approach to real estate assessment, (Varian, H. R., Variants in Economic Theory: Selected Works of H. R. Varian (2000), Edward Elgar Publishing: Edward Elgar Publishing USA), 144-155, Ch. 9
[40] Wu, C. C.; Wu, S. F.; Chan, H. Y., MLE And the estimated expected test time for the two-parameter Gompertz distribution under progressive censoring with binomial removals, Appl. Math. Comput., 181, 1657-1670 (2006) · Zbl 1101.62090
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.