No Detail Found!

Fitting and analyzing Randomly Censored Geometric Extreme Exponential Distribution.

Author(s)
M. Y. Danish Department of Statistics, Allama Iqbal Open University, Islamabad, Pakistan.
Muhammad Aslam Department of Statistics, Riphah International University, Islamabad, Pakistan.
Abstract
The paper presents the Bayesian analysis of two-parameter geometric extreme exponential distribution with randomly censored data. The continuous conjugate prior of the scale and shape parameters of the model does not exist while computing the Bayes estimates, it is assumed that the scale and shape parameters have independent gamma priors. It is seen that the closed-form expressions for the Bayes estimators are not possible; we suggest the Lindley's approximation to obtain the Bayes estimates. However, the Bayesian credible intervals cannot be constructed while using this method, we propose Gibbs sampling to obtain the Bayes estimates and also to construct the Bayesian credible intervals. Monte Carlo simulation study is carried out to observe the behavior of the Bayes estimators and also to compare with the maximum likelihood estimators. One real data analysis is performed for illustration. 
Publication Details
Page(s) 301-316
DOI DOI not available
Published Journal: Pakistan Journal of Statistics and Operation Research, Volume: 12, Issue: 2, Year: 2016

Request the full text from PASTIC

Keywords
Gibbs sampling, Markov Chain Monte Carlo, Metropolis-Hastings's algorithm, Lindley's approximation, Log-concave density function
0

Citations

0

Downloads

41

Views