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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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