Moments and estimation of reduced Kies distribution based on progressive type-II right censored order statistics
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Date
2019
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Publisher
Hacettepe Journal of Mathematics and Statistics
Abstract
Based on progressive type-II censored samples, we rst derive the re-
currence relations for the single and product moments and then use
these results to compute the means and variances of reduced Kies dis-
tribution (RKD), a new distribution, recently introduced by [21]. Next,
we obtain the maximum likelihood estimators of the unknown param-
eter and the approximate con dence interval of the RKD. Finally, we
consider Bayes estimation under the symmetric and asymmetric loss
functions using gamma prior for the shape parameter. We have also
derived two-sided Bayes probability interval (TBPI) and the highest
posterior density (HPD) credible intervals of this distribution. Monte
Carlo simulations are performed to compare the performances of the
proposed methods, and a data set has been analyzed for illustrative
purposes.
Description
Keywords
Progressive type-II right censored order statistics, Single moments, Product moments, Recurrence relations, Reduced Kies distribution.