Dependent Right Censorship in the MOMW Distribution

Abstract

In this paper, we consider paired survival data, in which pair members are subject to the same right censoring time, but they are dependent on each other. Assuming the Marshall–Olkin Multivariate Weibull distribution for the joint distribution of the lifetimes (X₁, X₂) and the censoring time X₃, we derive the joint density of the actual observed data and obtain maximum likelihood estimators, Bayes estimators and posterior regret Gamma minimax estimators of the unknown parameters under squared error loss and weighted squared error loss functions. We compare the performances of the maximum likelihood estimators and Bayes estimators numerically in terms of biases and estimated Mean Squared Error Loss.

Keywords:

• Bayes estimation
• Dependent right censoring
• Marshall–Olkin’s multivariate Weibull distribution

Mathematics Subject Clssification:

• Primary 62N01
• 62N02
• 62C10
• Secondary 62F10
• 62F15
• 62F40