Estimation of Parameters in a Bivariate Generalized Exponential Distribution Based on Type-II Censored Samples

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초록

In this article, we discuss the maximum likelihood estimation and Bayesian estimation procedures for estimating the parameters in an absolute continuous bivariate generalized exponential distribution based on Type-II censored samples. A Markov chain Monte Carlo method is applied to compute the Bayes estimates. We also propose a method to obtain the initial estimates of the parameters for the required iterative algorithm. A simulation study is used to evaluate the performance of the proposed estimation procedures. Two real data examples are utilized to illustrate the methodology developed in this manuscript. © 2016, Copyright © Taylor & Francis Group, LLC.

키워드

Bayesian estimationDependence measureMaximum likelihood estimationMonte Carlo simulationNumerical methodAlgorithmsBayesian networksIntelligent systemsIterative methodsMarkov processesMaximum likelihoodMaximum likelihood estimationMonte Carlo methodsNumerical methodsBayesian estimationsDependence measuresEstimation of parametersEstimation proceduresGeneralized exponential distributionIterative algorithmMarkov chain Monte Carlo methodSimulation studiesParameter estimation
제목
Estimation of Parameters in a Bivariate Generalized Exponential Distribution Based on Type-II Censored Samples
저자
Kim, Seong WookNg, Hon Keung TonyJang, Hakjin
DOI
10.1080/03610918.2015.1130834
발행일
2016-01
유형
Article
저널명
Communications in Statistics Part B: Simulation and Computation
45
10
페이지
3776 ~ 3797