Robust Bayesian estimation of a two-parameter exponential distribution under generalized Type-I progressive hybrid censoring

ABSTRACT

A generalized Type-I progressive hybrid censoring scheme was proposed recently to overcome the limitations of the progressive hybrid censoring scheme. In this article, we provide a robust Bayesian method to estimate the unknown parameters of the two-parameter exponential distribution of a generalized Type-I progressive hybrid censored sample. For each parameter, we derive the marginal posterior density functions and the corresponding Bayesian estimators under the squared error loss function. To assess the proposed method, Monte Carlo simulations are performed using a real dataset.

Keywords:

• Generalized Type-I progressive hybrid censoring
• Hierarchical Bayesian estimation
• Two-parameter exponential distribution

MATHEMATICS SUBJECT CLASSIFICATION:

• Primary 62F15
• Secondary 62C10