Inference based on progressively censored sample from Pareto population

Abstract

In this paper, we assume that the lifetimes have a two-parameter Pareto distribution and discuss some results of progressive Type-II censored sample. We obtain maximum likelihood estimators and Bayes estimators of the unknown parameters under squared error loss and a precautionary loss functions in progressively Type-II censored sample. Robust Bayes estimation of unknown parameters over three different classes of priors under progressively Type-II censored sample, squared error loss, and precautionary loss functions are obtained. We discuss estimation of unknown parameters on competing risks progressive Type-II censoring. Finally, we consider the problem of estimating the common scale parameter of two Pareto distributions when samples are progressively Type-II censored.

Keywords:

• Bayes estimation
• Competing risks model
• Pareto distribution
• Posterior regret Gamma minimax
• Progressively Type-II right censored sample

Mathematics Subject Classification:

• Primary: 62N01
• 62N02
• Secondary: 62F10
• 62F15
• 62F35
• 62G30

Acknowledgments

The authors are grateful to the Editor and an anonymous referee for making helpful comments and suggestions on an earlier version of this article.

Funding

Ahmad Parsian’s research was supported by a grant of the Research Council of the University of Tehran.