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Parameter Estimation for a Mixture of Inverse Chen and Inverse Compound Rayleigh Distributions Based on Type-II Hybrid Censoring Scheme |
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PP: 467-485 |
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doi:10.18576/jsap/100216
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Author(s) |
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M. Mahmoud,
M. M. Nassar,
M. A. Aefa,
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Abstract |
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| The Bayesian estimation procedure for two-component mixture of the inverse Chen and inverse compound Rayleigh distributions(ICICRD) based on Type II hybrid censoring scheme is discussed. We derive maximum likelihood estimators and the approximate confidence intervals using asymptotic variance and covariance matrix. The Bayesian point estimation relative to symmetric squared error(SE) loss function and asymmetric linear exponential (LINEX) and general entropy (GE) loss functions, and highest posterior density credible interval of the parameters are obtained. We perform Monte Carlo simulation to compare the performance of the different estimates. Furthermore, we consider the problem of predicting the future order statistics. Numerical results using generated data sets are presented.
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