194
Views
5
CrossRef citations to date
0
Altmetric
Original Articles

Estimation of Parameters in a Bivariate Generalized Exponential Distribution Based on Type-II Censored Samples

, &
Pages 3776-3797 | Received 18 Dec 2013, Accepted 07 Dec 2015, Published online: 05 Aug 2016
 

Abstract

In this article, we discuss the maximum likelihood estimation and Bayesian estimation procedures for estimating the parameters in an absolute continuous bivariate generalized exponential distribution based on Type-II censored samples. A Markov chain Monte Carlo method is applied to compute the Bayes estimates. We also propose a method to obtain the initial estimates of the parameters for the required iterative algorithm. A simulation study is used to evaluate the performance of the proposed estimation procedures. Two real data examples are utilized to illustrate the methodology developed in this manuscript.

Mathematics Subject Classification:

Appendix: Observed Fisher Information Matrices

Acknowledgments

The authors are grateful to the associate editor and two anonymous reviewers for their constructive comments that led to this substantial improvement on an earlier version of the article. The authors would like to thank Yaxing Li for generating some of the simulation results presented in this manuscript.

Funding

S. W. Kim's work was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MEST) (No. 2011-0028933). H. K. T. Ng's work was supported by a grant from the Simons Foundation (#280601 to Tony Ng).

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.