Title of article :
Reliability analysis of Kumaraswamy distribution under progressive first-failure censoring
Author/Authors :
Ghafouri, Somayeh Department of Mathematics - Faculty of Sciences - Arak University, Arak, Iran , Kumar Rastogi, Manoj Department of Statistics - Patna University - Patna - Bihar, India
Abstract :
In this article, we consider the estimation of the parameters and reliability
characteristics of Kumaraswamy distribution using progressive first failure censored
samples. First, we derive the maximum likelihood estimates using an expectationmaximization
algorithm and compute the observed information of the parameters
that can be used for constructing asymptotic confidence intervals. We also compute
the Bayes estimates of the parameters using Lindley approximation as well as the
Metropolis-Hastings algorithm. Furthermore, we derive the highest posterior density
credible intervals. Simulation studies are conducted to evaluate the performance of the
point and interval estimators. Finally, two examples of real data sets are provided to
illustrate the proposed procedures.
Keywords :
Bayes estimation , EM algorithm , Kumaraswamy distribution , Maximum likelihood method , Progressive first-failure censoring
Journal title :
Journal of Statistical Modelling: Theory and Applications (JSMTA)