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Estimating the parameters of the generalized exponential distribution in presence of hybrid censoring. (English) Zbl 1167.62078

Summary: The two most popular censoring schemes are Type-I and Type-II censoring schemes. Hybrid censoring schemes are a mixture of Type-I and Type-II censoring schemes. We mainly consider the analysis of hybrid censored data when the lifetime distribution of the individual item is a two-parameter generalized exponential distribution. It is observed that the maximum likelihood estimators cannot be obtained in closed form. We propose to use the EM algorithm to compute the maximum likelihood estimators. We obtain the observed Fisher information matrix using the missing information principle and this can be used for constructing asymptomatic confidence intervals. We also obtain the Bayes estimates of the unknown parameters under the assumption of independent gamma priors using the importance sampling procedure. One data set has been analyzed for illustrative purposes.

MSC:

62N01 Censored data models
62F10 Point estimation
62N02 Estimation in survival analysis and censored data
62F15 Bayesian inference
65C60 Computational problems in statistics (MSC2010)
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