Approximate Bayes estimation of the parameters and reliability function of a mixture of two inverse Weibull distributions under Type-2 censoring

作者：Sultan Khalaf S^*; Al Moisheer A S

来源：Journal of Statistical Computation and Simulation, 2013, 83(10): 1900-1914.

DOI：10.1080/00949655.2012.673614

• two-component mixture
• Lindley%26apos
• s procedure
• proper prior
• reliability functions
• maximum likelihood
• estimated risk
• Monte Carlo simulation

The main goal of this paper is to develop the approximate Bayes estimation of the five-dimensional vector of the parameters and reliability function of a mixture of two inverse Weibull distributions (MTIWD) under Type-2 censoring. Usually, the posterior distribution is complicated under the scheme of Type-2 censoring and the integrals that are involved cannot be obtained in a simple explicit form. In this study, we use Lindley%26apos;s [Approximate Bayesian method, Trabajos Estadist. 31 (1980), pp. 223-237] approximate form of Bayes estimation in the case of an MTIWD under Type-2 censoring. Later, we calculate the estimated risks (ERs) of the Bayes estimates and compare them with the corresponding ERs of the maximum-likelihood estimates through Monte Carlo simulation. Finally, we analyse a real data set using the findings.

• 出版日期2013-10-1