TY - JOUR
ID - 10901
TI - Admissibility of lifetime performance index with respect to weighted squared-error loss function in Pareto distribution under progressive type II right censored sample
JO - Journal of Advanced Mathematical Modeling
JA - JAMM
LA - en
SN - 2251-8088
AU - sheikhalishahi, maryam
AU - Zakerzadeh, Hojatollah
AD - Department of Statistics, University of Yazd
Y1 - 2014
PY - 2014
VL - 4
IS - 1
SP - 71
EP - 84
KW - Likelihood Ratio Test
KW - Empirical Bayes estimators
KW - Admissible estimators
KW - UMVUE
KW - Lifetime Performance Index
KW - Progressive Censored Sample
DO -
N2 - In this paper, under the assumption of Pareto distribution, construct a maximum likelihood estimator, UMVUE and also, assuming the Exponential prior distribution and weighted squared-error loss function, this study construct Bayes and Empirical Bayes estimator of C_L based on the progressive type II right censored sample. An admissible estimator of C_L is given for Pareto distribution with respect to the weighted squared-error loss function. The MLE and Bayes estimator of C_L is then utilize to develop a confidence and credible interval. Moreover, we also propose a likelihood Ratio Tests and a Bayesian Test to assess the lifetime performance index. Finally, we give one example to illustrate the use of testing procedure under given significance level.
UR - https://jamm.scu.ac.ir/article_10901.html
L1 - https://jamm.scu.ac.ir/article_10901_9de6dc115d87bd25a7f68c4767690ead.pdf
ER -