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Estimating the parameters of an inverse Weibull distribution under progressive type-I interval censoring. (English) Zbl 1403.62186
Summary: In this paper, we consider the problem of estimating unknown parameters of an inverse Weibull distribution when it is known that samples are progressive type-I interval censored. We propose an EM algorithm to obtain maximum likelihood estimates and mid point estimates. For comparison purpose Bayes estimates are also obtained under the square error loss function. A simulation study is conducted to access the performance of the proposed estimators and recommendations are made on the basis of simulation results. A real data set is also analyzed in detail for an illustration purpose. Finally, by making use of expected Fisher information matrix various inspection times and optimal censoring schemes are obtained.

##### MSC:
 62N05 Reliability and life testing 62F10 Point estimation 62F15 Bayesian inference 62N01 Censored data models 62B10 Statistical aspects of information-theoretic topics
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