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Classical and Bayesian estimation of Kumaraswamy distribution based on type II hybrid censored data

机译:基于II型混合检查数据的Kumaraswamy分布的经典和贝叶斯估计

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摘要

?In the literature?, ?different estimation procedures are used for inference about {color{red} Kumaraswamy} distribution based on complete data sets?. ?But?, ?in many life-testing and reliability studies?, ?a censored sample of data may be available in which failure times of some units are not reported?. ?Unlike the common practice in the literature?, ?this paper considers non-Bayesian and Bayesian estimation of? ?Kumaraswamy parameters when the data are type II hybrid? ?censored?. ?The maximum likelihood estimates (MLE) and its asymptotic variance-covariance matrix are obtained?. ?The asymptotic variances and covariances of the MLEs are used to construct approximate confidence? ?intervals?. ?In addition?, ?by using the parametric bootstrap method?, ?the construction? ?of confidence intervals for the unknown parameter is discussed?. ?Further?, ?the Bayesian estimation of the parameters under? ?squared error loss function is discussed?. ?Based on type II hybrid? ?censored data?, ?the Bayes? ?estimate of the parameters cannot be obtained explicitly; therefore?, ?an approximation method?, ?namely Tierney and Kadane's approximation?, ?is used to compute the? ?Bayes estimates of the parameters?. ?Monte Carlo? ?simulations are performed to compare the performances of the different methods?, ?and one real data set is analyzed for illustrative purposes?.
机译:在文献中,使用了不同的估计程序来推断基于完整数据集的{ color {red} Kumaraswamy}分布。但是,在许多寿命测试和可靠性研究中,可能提供了经过审查的数据样本,其中未报告某些单元的故障时间。与文献中的常规做法不同,本文考虑了非贝叶斯和贝叶斯估计。数据为II型混合动力时的“ Kumaraswamy参数”? “审查”。获得最大似然估计(MLE)及其渐近方差-协方差矩阵。 MLE的渐近方差和协方差用于构造近似置信度? “间隔”。 “另外”,“通过使用参数引导法”,“构造”。讨论了未知参数的置信区间。 “进一步”,“?”下的参数的贝叶斯估计。 “讨论误差平方损失函数”。基于II型混合动力车“审查数据”,“贝叶斯”无法明确获得参数估计值;因此,“近似方法”(即Tierney和Kadane的近似值)用于计算? “贝叶斯参数估计”。 ?蒙特卡洛?进行“模拟以比较不同方法的性能”,并且“出于说明目的对一个真实数据集进行了分析”。

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