E-Bayesian estimation and the corresponding E-MSE under progressive type-II censored data for some characteristics of Weibull distribution
E-Bayesian estimation for some characteristics of Weibull distribution
Abstract
Estimating the parameters (or characteristics) of a distribution, from the availability of censored samples, is one of the most important topics in statistical inference over the past decades. This study is concerned about the E-Bayesian estimation method to compute the estimates of the parameter, the hazard rate function and the reliability function of the Weibull distribution when the progressive type-2 censored samples are available. The estimations are obtained based on the Squared error loss function (as a symmetric loss) and General Entropy and LINEX loss functions (as asymmetric losses). In addition, the asymptotic behaviour of the derived E-Bayesian estimators is discussed. Moreover, the E-Bayesian estimators under the different loss functions have been compared through Monte Carlo simulation studies by calculating the E-MSE of the resulting estimators, which is a new measure to compare the E-Bayesian estimators. As an application, we analyzed two real data sets that follow from the Weibull distribution.References
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