Statistical Inference of Inverted Exponentiated Rayleigh Distribution under Joint Progressively Type-II Censoring
Jingwen Fan, Wenhao Gui
Abstract
Inverted exponentiated Rayleigh distribution is a widely used and important continuous lifetime distribution, which plays a key role in lifetime research. The joint progressively type-II censoring scheme is an effective method used in the quality evaluation of products from different assembly lines. In this paper, we study the statistical inference of inverted exponentiated Rayleigh distribution based on joint progressively type-II censored data. The likelihood function and maximum likelihood estimates are obtained firstly by adopting Expectation-Maximization algorithm. Then, we calculate the observed information matrix based on the missing value principle. Bootstrap-p and Bootstrap-t methods are applied to get confidence intervals. Bayesian approaches under square loss function and linex loss function are provided respectively to derive the estimates, during which the importance sampling method is introduced. Finally, the Monte Carlo simulation and real data analysis are performed for further study.