Bayesian Inference for the Kumaraswamy Distribution under Generalized Progressive Hybrid Censoring

Entropy (Basel). 2020 Sep 15;22(9):1032. doi: 10.3390/e22091032.

Abstract

Incomplete data are unavoidable for survival analysis as well as life testing, so more and more researchers are beginning to study censoring data. This paper discusses and considers the estimation of unknown parameters featured by the Kumaraswamy distribution on the condition of generalized progressive hybrid censoring scheme. Estimation of reliability is also considered in this paper. To begin with, the maximum likelihood estimators are derived. In addition, Bayesian estimators under not only symmetric but also asymmetric loss functions, like general entropy, squared error as well as linex loss function, are also offered. Since the Bayesian estimates fail to be of explicit computation, Lindley approximation, as well as the Tierney and Kadane method, is employed to obtain the Bayesian estimates. A simulation research is conducted for the comparison of the effectiveness of the proposed estimators. A real-life example is employed for illustration.

Keywords: Kumaraswamy distribution; Lindley’s approximation; Tierney and Kadane method; bayesian estimation; generalized progressive hybrid censoring; maximum liklihood estimation.