"Parameter Estimation for a Mixture of Inverse Chen and Inverse Compoun" by M. A. Aefa, M. Mahmoud et al.
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Journal of Statistics Applications & Probability

Author Country (or Countries)

Egypt

Abstract

In this paper, we consider the statistical inference of the unknown parameters of a mixture of the inverse Chen and inverse compound Rayleigh distributions (ICICRD) based on the Type-I hybrid censored scheme. The parameters are estimated using maximum likelihood and Bayesian methods. However, since Bayes estimators do not exist in an explicit form for the parameters, Tierney-Kadane (T-K) approximation is used to obtain the Bayes estimators with loss functions: the symmetric square error (SE), asymmetric linear exponential (LINEX) and general entropy (GE) loss functions . An extensive simulation study is conducted to compare the performances of different methods.

Suggested Reviewers

N/A

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/jsap/100305

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