The E-Bayesian and hierarchical Bayesian estimations for the proportional reversed hazard rate model based on record values


KIZILASLAN F.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, cilt.87, sa.11, ss.2253-2273, 2017 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 87 Sayı: 11
  • Basım Tarihi: 2017
  • Doi Numarası: 10.1080/00949655.2017.1326118
  • Dergi Adı: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.2253-2273
  • Anahtar Kelimeler: E-Bayesian estimation, hierarchical Bayesian estimation, record values, proportional reversed hazard rate model, inverse Weibull distribution, 62F15, 62F10, FAILURE PROBABILITY, INTERVAL ESTIMATION, STATISTICS, PARAMETER
  • Marmara Üniversitesi Adresli: Evet

Özet

In this paper, E-Bayesian and hierarchical Bayesian estimations of the shape parameter, when the underlying distribution belongs to the proportional reversed hazard rate model, are considered. Maximum likelihood, Bayesian and E-Bayesian estimates of the unknown parameter and reliability function are obtained based on record values. The Bayesian estimates are derived based on squared error and linear-exponential loss functions. It is pointed out that some previously obtained order relations of E-Bayesian estimates are inadequate and these results are improved. The relationship between E-Bayesian and hierarchical Bayesian estimations is obtained under the same loss functions. The comparison of the derived estimates is carried out by using Monte Carlo simulations. A real data set is analysed for an illustration of the findings.