Admissibility of lifetime performance index with respect to weighted squared-error loss function in Pareto distribution under progressive type II right censored sample

Document Type : Original Paper

Authors

Department of Statistics, University of Yazd

Abstract

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.

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References

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History

  • Receive Date: 20 April 2014
  • Revise Date: 06 November 2014
  • Accept Date: 12 November 2014

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