Classical and Bayesian Inference of an Exponentiated Half-Logistic Distribution under Adaptive Type II Progressive Censoring

Entropy (Basel). 2021 Nov 23;23(12):1558. doi: 10.3390/e23121558.

Abstract

The point and interval estimations for the unknown parameters of an exponentiated half-logistic distribution based on adaptive type II progressive censoring are obtained in this article. At the beginning, the maximum likelihood estimators are derived. Afterward, the observed and expected Fisher's information matrix are obtained to construct the asymptotic confidence intervals. Meanwhile, the percentile bootstrap method and the bootstrap-t method are put forward for the establishment of confidence intervals. With respect to Bayesian estimation, the Lindley method is used under three different loss functions. The importance sampling method is also applied to calculate Bayesian estimates and construct corresponding highest posterior density (HPD) credible intervals. Finally, numerous simulation studies are conducted on the basis of Markov Chain Monte Carlo (MCMC) samples to contrast the performance of the estimations, and an authentic data set is analyzed for exemplifying intention.

Keywords: Bayesian estimation; Lindley method; Monte Carlo simulation; adaptive type-II progressive censoring; bootstrap method; exponentiated half-logistic distribution; importance sampling; maximum likelihood estimation.