Algarni Ali, Almarashi Abdullah M, Okasha Hassan, Ng Hon Keung Tony
Department of Statistics, Faculty of Science, King Abdulaziz University, Jeddah 21589, Saudia Arabia.
Department of Statistical Science, Southern Methodist University, Dallas, TX 75275-0332, USA.
Entropy (Basel). 2020 Jun 8;22(6):636. doi: 10.3390/e22060636.
In this paper, E-Bayesian estimation of the scale parameter, reliability and hazard rate functions of Chen distribution are considered when a sample is obtained from a type-I censoring scheme. The E-Bayesian estimators are obtained based on the balanced squared error loss function and using the gamma distribution as a conjugate prior for the unknown scale parameter. Also, the E-Bayesian estimators are derived using three different distributions for the hyper-parameters. Some properties of E-Bayesian estimators based on balanced squared error loss function are discussed. A simulation study is performed to compare the efficiencies of different estimators in terms of minimum mean squared errors. Finally, a real data set is analyzed to illustrate the applicability of the proposed estimators.
在本文中，当样本来自I型截尾方案时，考虑了陈分布的尺度参数、可靠性和失效率函数的经验贝叶斯估计。基于平衡平方误差损失函数，并将伽马分布用作未知尺度参数的共轭先验分布，得到了经验贝叶斯估计量。此外，还使用三种不同的分布来推导超参数的经验贝叶斯估计量。讨论了基于平衡平方误差损失函数的经验贝叶斯估计量的一些性质。进行了一项模拟研究，以根据最小均方误差比较不同估计量的效率。最后，分析了一个真实数据集，以说明所提出估计量的适用性。
