Title :
Inference Based on Type-II Hybrid Censored Data From a Weibull Distribution
Author :
Banerjee, Aveek ; Kundu, Debasis
Author_Institution :
Indian Inst. of Technol. Kanpur, Kanpur
fDate :
6/1/2008 12:00:00 AM
Abstract :
A hybrid censoring scheme is a mixture of type-I and type-II censoring schemes. This article presents the statistical inferences on Weibull parameters when the data are type-II hybrid censored. The maximum likelihood estimators, and the approximate maximum likelihood estimators are developed for estimating the unknown parameters. Asymptotic distributions of the maximum likelihood estimators are used to construct approximate confidence intervals. Bayes estimates, and the corresponding highest posterior density credible intervals of the unknown parameters, are obtained using suitable priors on the unknown parameters, and by using Markov chain Monte Carlo techniques. The method of obtaining the optimum censoring scheme based on the maximum information measure is also developed. We perform Monte Carlo simulations to compare the performances of the different methods, and we analyse one data set for illustrative purposes.
Keywords :
Markov processes; Monte Carlo methods; Weibull distribution; maximum likelihood estimation; reliability theory; Markov Chain Monte Carlo techniques; Weibull distribution; approximate maximum likelihood estimators; asymptotic distributions; hybrid censoring scheme; statistical inferences; type-II hybrid censored data; Approximate maximum likelihood estimators; Bayes estimators; Markov chain Monte Carlo; Type-I censoring; Type-II censoring; asymptotic distribution; hybrid censoring; maximum likelihood estimators; optimum censoring scheme;
Journal_Title :
Reliability, IEEE Transactions on
DOI :
10.1109/TR.2008.916890