A study of risks of Bayes estimators in the generalized half-logistic distribution for progressively type-II censored samples

The problem of estimation of the shape parameter in a generalized half-logistic distribution for progressively type-II censored samples is of interest in reliability and survival analysis. In this paper, Bayesian methods of estimation based on quadratic and Linex loss functions are proposed. Closed...

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Bibliographic Details
Published in:Mathematics and computers in simulation 2017-07, Vol.137, p.130-147
Main Authors: Barranco-Chamorro, I., Luque-Calvo, P.L., Jiménez-Gamero, M.D., Alba-Fernández, M.V.
Format: Article
Language:English
Subjects:
Bayes risk
Burr-XII model
Generalized half-logistic distribution
Linex loss
Progressive censoring
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Summary:The problem of estimation of the shape parameter in a generalized half-logistic distribution for progressively type-II censored samples is of interest in reliability and survival analysis. In this paper, Bayesian methods of estimation based on quadratic and Linex loss functions are proposed. Closed expressions and approximations are obtained for the Bayes and posterior risks of Bayes estimators. These results allow us to assess the performance of estimators obtained under the previously cited loss functions. An application to a real dataset and a simulation study are included where the importance of the different features involved in the progressive type-II censoring scheme is also shown.
ISSN:0378-4754
1872-7166
DOI:10.1016/j.matcom.2016.09.003