Department of Statistics, Yildiz Technical University, Istanbul, Turkey.
PLoS One. 2021 Apr 2;16(4):e0249028. doi: 10.1371/journal.pone.0249028. eCollection 2021.
The two-parameter of exponentiated Gumbel distribution is an important lifetime distribution in survival analysis. This paper investigates the estimation of the parameters of this distribution by using lower records values. The maximum likelihood estimator (MLE) procedure of the parameters is considered, and the Fisher information matrix of the unknown parameters is used to construct asymptotic confidence intervals. Bayes estimator of the parameters and the corresponding credible intervals are obtained by using the Gibbs sampling technique. Two real data set is provided to illustrate the proposed methods.
两参数指数型广义极值分布是生存分析中一种重要的寿命分布。本文研究了利用下记录值估计该分布参数的问题。考虑了参数的最大似然估计(MLE)方法,并利用未知参数的Fisher 信息矩阵构建了渐近置信区间。通过 Gibbs 抽样技术得到了参数的贝叶斯估计及其相应的可信区间。提供了两个实际数据集来说明所提出的方法。