Inference for two‐parameter Rayleigh competing risks data under generalized progressive hybrid censoring

In this paper, a competing risks model based on the generalized progressive hybrid censored two‐parameter Rayleigh distributions is studied under the assumption that the lifetime distributions of failure causes are identically distributed with same location and different scale parameters. We obtain...

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Bibliographic Details
Published in:Quality and reliability engineering international 2021-04, Vol.37 (3), p.1210-1231
Main Authors: Singh, Devendra Pratap, Lodhi, Chandrakant, Tripathi, Yogesh Mani, Wang, Liang
Format: Article
Language:English
Subjects:
Bayes estimate
competing risks
Confidence intervals
generalized progressive hybrid censoring
Gibbs sampling
maximum likelihood
Maximum likelihood estimates
Monte Carlo simulation
Parameter estimation
Rayleigh distribution
Statistical analysis
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Summary:In this paper, a competing risks model based on the generalized progressive hybrid censored two‐parameter Rayleigh distributions is studied under the assumption that the lifetime distributions of failure causes are identically distributed with same location and different scale parameters. We obtain maximum likelihood estimates of unknown parameters with associated existence uniqueness. The approximate confidence intervals are constructed using the asymptotic distribution of maximum likelihood estimates via the observed information matrix. Further, Bayes point estimates and the highest probability density credible intervals of unknown parameters are presented, and the Gibbs sampling technique is used to approximate corresponding estimates. A Monte Carlo simulation study is conducted to compare the accuracy of proposed estimates. Finally, a real‐life example is presented for illustration purpose.
ISSN:0748-8017
1099-1638
DOI:10.1002/qre.2791