Statistical inference for a two-parameter Rayleigh distribution under generalized progressive hybrid censoring scheme

Abstract

The two-parameter Rayleigh distribution, as an extended distribution of the Rayleigh distribution, has been widely applied in reliability analysis. With the introduction of the location parameter, two-parameter Rayleigh distribution becomes more flexible in fitting real-data. In this paper, based on generalized progressively hybrid censored(GPHC) sample from the two-parameter Rayleigh distribution, Classical and Bayesian inferences are discussed. The Newton-Raphson(NR) and Expectation-Maximization(EM) algorithms are used to compute the maximum likelihood estimates(MLEs). As well as the asymptotic confidence interval(ACI) estimation is obtained through the asymptotic distribution theory of maximum likelihood estimation(MLE) and computation of the observed Fisher information matrix. In Bayesian frame, the estimation of unknown parameters and prediction of future observable are taken into consideration. Due to Bayesian estimation is challenging to compute precisely and for the purpose of comparison, the Lindley's approximation, the Tierney-Kadane(TK) approximation and Markov chain Monte Carlo(MCMC) method are employed to obtain Bayesian estimates. Then, combining the MCMC algorithm mentioned in the article, the one- and two- samples Bayesian prediction are obtained. Finally, the simulation results are provided and a real-life data set is used for illustration purpose.

Keywords:

• Generalized progressively hybrid censored sample
• two-parameter rayleigh distribution
• maximum likelihood estimation
• bayesian estimation
• bayesian prediction

Disclosure statement

The authors declare that they have no conflict of interest.

Data availability statement

The data used to support the findings of this study are included within the article.

Additional information

Funding

This research is supported by the National Natural Science Foundation of China (No. 11972291) and the fund of Sichuan Gas Turbine Establishment Aero Engine Corporation of China (GJCZ-2020-0018]).