Inference for the Type II generalized logistic distribution under progressive Type II censoring

被引:24
作者
Balakrishnan, N. [2 ]
Hossain, Ahmed [1 ,3 ]
机构
[1] Univ Toronto, Dept Publ Hlth Sci, Toronto, ON M5T 3M7, Canada
[2] McMaster Univ, Dept Math & Stat, Hamilton, ON L8S 4K1, Canada
[3] SickKids Res Inst, Toronto, ON M5G 1X8, Canada
关键词
generalized logistic distribution; progressive type II censoring; maximum-likelihood estimator; Monte carlo simulation; pivotal quantity;
D O I
10.1080/10629360600879876
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Recently, in order to get closer agreement at the extremes, skewed distributions are playing an important role in various research studies. The generalized logistic distribution (GLD) of Type II, which is indexed by one shape parameter, is introduced hereto extend the scope of this distribution in some asymmetrical studies. Several properties of this distribution in relation to other probability distributions are stated. Furthermore, the maximum-likelihood (ML) method and an approximate ML method are used to derive the point estimators of the parameters based on progressive Type II censoring. A wide range of sample sizes and progressive-censoring schemes are considered in a simulation study to see the performance of estimates of location and scale parameters of the Type II GLD. The coverages probability of the pivotal quantities (for location and scale parameters) based on asymptotic normality are shown to be unsatisfactory, especially when the effective sample size is small. To improve the coverage probabilities, we suggest the use of unconditional simulated percentage points for the construction of confidence intervals. Two numerical examples are presented to illustrate the methods of estimation discussed here.
引用
收藏
页码:1069 / 1087
页数:19
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