PARAMETER ESTIMATION OF THE HYBRID CENSORED LOMAX DISTRIBUTION

Samir Kamel Ashour, Abdallah Mohamed Abdelfattah, Badiaa Said Khalil Mohamed

Abstract


Survival analysis is used in various fields for analyzing data involving the duration between two events. It is also known as event history analysis, lifetime data analysis, reliability analysis or time to event analysis. One of the difficulties which arise in this area is the presence of censored data. The lifetime of an individual is censored when it cannot be exactly measured but partial information is available. Different circumstances can produce different types of censoring. The two most common censoring schemes used in life testing experiments are Type-I and Type-II censoring schemes. Hybrid censoring scheme is mixture of Type-I and Type-II censoring scheme. In this paper we consider the estimation of parameters of Lomax distribution based on hybrid censored data. The parameters are estimated by the maximum likelihood and Bayesian methods. The Fisher information matrix has been obtained and it can be used for constructing asymptotic confidence intervals.


Keywords


Lomax distribution; Maximum likelihood estimators; Bayesian inferences; Asymptotic Variance covariance matrix; Type-I censoring; Type-II censoring; Hybrid censoring scheme.

Full Text:

PDF


DOI: http://dx.doi.org/10.18187/pjsor.v7i1.136

Refbacks

  • There are currently no refbacks.




Copyright (c)

Title

PARAMETER ESTIMATION OF THE HYBRID CENSORED LOMAX DISTRIBUTION

Keywords

Lomax distribution; Maximum likelihood estimators; Bayesian inferences; Asymptotic Variance covariance matrix; Type-I censoring; Type-II censoring; Hybrid censoring scheme.

Description

Survival analysis is used in various fields for analyzing data involving the duration between two events. It is also known as event history analysis, lifetime data analysis, reliability analysis or time to event analysis. One of the difficulties which arise in this area is the presence of censored data. The lifetime of an individual is censored when it cannot be exactly measured but partial information is available. Different circumstances can produce different types of censoring. The two most common censoring schemes used in life testing experiments are Type-I and Type-II censoring schemes. Hybrid censoring scheme is mixture of Type-I and Type-II censoring scheme. In this paper we consider the estimation of parameters of Lomax distribution based on hybrid censored data. The parameters are estimated by the maximum likelihood and Bayesian methods. The Fisher information matrix has been obtained and it can be used for constructing asymptotic confidence intervals.


Date

2010-12-30

Identifier


Source

Pakistan Journal of Statistics and Operation Research; Vol 7. No. 1, Jan 2011



Print ISSN: 1816-2711 | Electronic ISSN: 2220-5810