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.
Digital Object Identifier (DOI)
A. Aefa, M.; Mahmoud, M.; and M. Nassar, M.
"Parameter Estimation for a Mixture of Inverse Chen and Inverse Compound Rayleigh Distribution Based on Type-I Hybrid Censoring Scheme,"
Journal of Statistics Applications & Probability: Vol. 10:
3, Article 5.
Available at: https://digitalcommons.aaru.edu.jo/jsap/vol10/iss3/5