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S.M.T.K. MirMostafaee

S.M.T.K. MirMostafaee

Academic rank: Associate Professor
ORCID: https://orcid.org/0000-0003-2796-4427
Education: PhD.
ScopusId:
Faculty: Faculty of Mathematical Sciences
Address: Department of Statistics‎, ‎Faculty of Mathematical Sciences‎, ‎University of Mazandaran‎, P.O‎. ‎Box 47416-1467‎, ‎Babolsar, ‎Iran‎
Phone: 01135302428

Research

Title
Estimation of P(X > Y) for the power Lindley distribution based on progressively type II right censored samples
Type
JournalPaper
Keywords
Bayesian estimation, loss function, Metropolis-Hastings within Gibbs algorithm, progressive censoring
Year
2020
Journal JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
DOI
Researchers Abolfazl Joukar ، Masoumeh Ramezani ، S.M.T.K. MirMostafaee

Abstract

In this study, we discuss the problem of estimating ρ = P(X > Y), when X and Y are two independent power Lindley random variables, based on progressively type II right censored order statistics. The maximum likelihood estimator of ρ and its asymptotic distribution, asymptotic interval estimator of ρ, Bayesian point estimators for ρ under symmetric and asymmetric loss functions as well as credible intervals for ρ are achieved when X and Y have a common parameter. Since it seems that the integrals pertaining to the Bayes estimation cannot be obtained in explicit forms, we propose the Metropolis-Hastings within Gibbs algorithm to find the approximate Bayes estimates of ρ. A simulation study is given in order to evaluate the proposed estimators and compare the different methods, developed in the paper. The corresponding results for the general case (when X and Y have no common parameters), as well as two examples, are also provided. The paper finishes with some remarks.