Robust Bayesian Analysis for Shape Parameters with Progressive Type-II Censoring

Authors

N. Wheed, Department of Mathematics, Faculty of Science, Ain Shams University, Cairo, EgyptFollow
M. M. Nassar, Department of Mathematics, Faculty of Science, Ain Shams University, Cairo, EgyptFollow
M. Mahmoud, Department of Mathematics, Faculty of Science, Ain Shams University, Cairo, EgyptFollow
M. Yusuf, Department of Mathematics, Faculty of Science, Helwan University, Ain Helwan, Cairo, EgyptFollow

Abstract

In this paper, we discuss the robustness of bayesian estimation for the exponentiated inverted Weibull distribution and the inverted Kumaraswamy distribution under progressive type-II censored samples. To estimate the unknown shape parameters of the two distributions, we use Lindley approximation to obtain Bayes estimates using the loss functions; square error loss function, linex loss function and general entorpy loss function under the non-informative and informative priors for the parameters. A simulation study is conducted to compare different estimates and the actual values of the shape parameters. Our aim is to study the robustness of estimation with regard to the three elements; the distribution model, the prior distribution and the loss function.

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/jsap/110210

Recommended Citation

Wheed, N.; M. Nassar, M.; Mahmoud, M.; and Yusuf, M. (2022) "Robust Bayesian Analysis for Shape Parameters with Progressive Type-II Censoring," Journal of Statistics Applications & Probability: Vol. 11: Iss. 2, Article 10.
DOI: http://dx.doi.org/10.18576/jsap/110210
Available at: https://digitalcommons.aaru.edu.jo/jsap/vol11/iss2/10