Xiong Ziyu, Gui Wenhao
Department of Mathematics, Beijing Jiaotong University, Beijing 100044, China.
Entropy (Basel). 2021 Nov 23;23(12):1558. doi: 10.3390/e23121558.
The point and interval estimations for the unknown parameters of an exponentiated half-logistic distribution based on adaptive type II progressive censoring are obtained in this article. At the beginning, the maximum likelihood estimators are derived. Afterward, the observed and expected Fisher's information matrix are obtained to construct the asymptotic confidence intervals. Meanwhile, the percentile bootstrap method and the bootstrap-t method are put forward for the establishment of confidence intervals. With respect to Bayesian estimation, the Lindley method is used under three different loss functions. The importance sampling method is also applied to calculate Bayesian estimates and construct corresponding highest posterior density (HPD) credible intervals. Finally, numerous simulation studies are conducted on the basis of Markov Chain Monte Carlo (MCMC) samples to contrast the performance of the estimations, and an authentic data set is analyzed for exemplifying intention.
本文基于自适应II型逐步删失得到了指数化半逻辑分布未知参数的点估计和区间估计。首先,推导了最大似然估计量。随后,获得观测和期望的费希尔信息矩阵以构建渐近置信区间。同时,提出了百分位自助法和自助-t法来建立置信区间。关于贝叶斯估计,在三种不同损失函数下使用林德利方法。还应用重要性抽样方法来计算贝叶斯估计并构建相应的最高后验密度(HPD)可信区间。最后,基于马尔可夫链蒙特卡罗(MCMC)样本进行了大量模拟研究以对比估计的性能,并分析了一个真实数据集以作示例说明。