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Generalized inverted exponential distribution under hybrid censoring. (English) Zbl 07035569
Summary: The hybrid censoring scheme is a mixture of Type-I and Type-II censoring schemes. Based on hybrid censored samples, we first derive the maximum likelihood estimators of the unknown parameters and the expected Fisher’s information matrix of the generalized inverted exponential distribution (GIED). Monte Carlo simulations are performed to study the performance of the maximum likelihood estimators. Next we consider Bayes estimation under the squared error loss function. These Bayes estimates are evaluated by applying Lindley’s approximation method, the importance sampling procedure and Metropolis-Hastings algorithm. The importance sampling technique is used to compute the highest posterior density credible intervals. Two data sets are analyzed for illustrative purposes. Finally, we discuss a method of obtaining the optimum hybrid censoring scheme.

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