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Reza Pakyari

Reza Pakyari

Academic rank: Associate Professor
ORCID:
Education: PhD.
ScopusId:
HIndex:
Faculty: Science
Address: Arak University
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Research

Title
Inference for the Geometric Extreme Exponential Distribution under Progressive Type II Censoring
Type
JournalPaper
Keywords
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Year
2012
Journal ISRN Probability and Statistics
DOI
Researchers Reza Pakyari

Abstract

Geometric extreme exponential (GE-exponential) is one of the nonnegative right-skewed distribution that is suitable for analyzing lifetime data. It is well known that the maximum likelihood estimators (MLEs) of the parameters lead to likelihood equations that have to be solved numerically. In this paper, we provide explicit estimators through an approximation of the likelihood equations based on progressively Type-II-censored samples. The approximate estimators are then used as starting values to find the MLEs numerically. The bias and variances of the MLEs are calculated for a wide range of sample sizes and different progressive censoring schemes through a Monte Carlo simulation study. Moreover, formulas for the observed Fisher information are given which could be used to construct asymptotic confidence intervals. The coverage probabilities of the confidence intervals and the percentage points of pivotal quantities associated with the MLEs are also calculated. A real dataset has been studied for illustrative purposes.