Bayesian Estimation of Marshall Olkin Extended Inverse Weibull Distribution Using MCMC Approach

被引：2
|
作者：
Okasha, Hassan M. [1 ,2 ]
El-Baz, A. H. [3 ]
Basheer, Abdulkareem M. [3 ,4 ]
机构：
[1] King AbdulAziz Univ, Fac Sci, Dept Stat, Jeddah, Saudi Arabia
[2] Al Azhar Univ, Fac Sci, Dept Math, Cairo, Egypt
[3] Damietta Univ, Fac Sci, Dept Math, Dumyat, Egypt
[4] Al Bayda Univ, Al Bayda, Yemen
来源：
JOURNAL OF THE INDIAN SOCIETY FOR PROBABILITY AND STATISTICS | 2020年 / 21卷 / 01期
关键词：
Marshall Olkin extended inverse Weibull; Bayesian estimation; Maximum likelihood estimation; MCMC approach; FAMILY;
D O I：
10.1007/s41096-020-00082-y
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we invoke a new prospective to discuss the estimation of a three-parameter Marshall Olkin extended inverse Weibull distribution based on Markov Chain Monte Carlo (MCMC) approach. The Bayes estimators under the squared error loss and LINEX loss functions are derived for three parameters. MCMC approach is applied to compute the Bayesian estimation of the unknown parameters. Using a real data application, it is shown that the superior performance of Bayesian estimation.
引用
收藏
页码：247 / 257
页数：11
相关论文
共 50 条
  • [31] Marshall—Olkin Power Generalized Weibull Distribution with Applications in Engineering and Medicine
    Ahmed Z. Afify
    Devendra Kumar
    I. Elbatal
    Journal of Statistical Theory and Applications, 2020, 19 : 223 - 237
  • [32] Bayesian estimation of continuous change point in inverse weibull distribution
    Pandya, Mayuri
    Jadav, Prabha
    INTERNATIONAL JOURNAL OF AGRICULTURAL AND STATISTICAL SCIENCES, 2007, 3 (02): : 589 - 595
  • [33] Bayesian and Semi-Bayesian Estimation of the Parameters of Generalized Inverse Weibull Distribution
    Kaur, Kamaljit
    Mahajan, Kalpana K.
    Arora, Sangeeta
    JOURNAL OF MODERN APPLIED STATISTICAL METHODS, 2018, 17 (01) : 2 - 32
  • [34] The Marshall-Olkin Extended Power Lomax Distribution with Applications
    Gillariose, Jiju
    Tomy, Lishamol
    PAKISTAN JOURNAL OF STATISTICS AND OPERATION RESEARCH, 2020, 16 (02) : 331 - 341
  • [35] Estimation of Reliability in a Multicomponent Stress-Strength Model Based on a Marshall-Olkin Bivariate Weibull Distribution
    Nadar, Mustafa
    Kizilaslan, Fatih
    IEEE TRANSACTIONS ON RELIABILITY, 2016, 65 (01) : 370 - 380
  • [36] The Marshall-Olkin additive Weibull distribution with variable shapes for the hazard rate
    Afify, Ahmed Z.
    Cordeiro, Gauss M.
    Yousof, Haitham M.
    Saboor, Abdus
    Ortega, Edwin M. M.
    HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, 2018, 47 (02): : 365 - 381
  • [37] Fitting and testing the Marshall-Olkin extended Weibull model with randomly censored data
    Xu, Jiaqing
    Peng, Cheng
    JOURNAL OF APPLIED STATISTICS, 2014, 41 (12) : 2577 - 2595
  • [38] Bayesian Inference of System Reliability for Multicomponent Stress-Strength Model under Marshall-Olkin Weibull Distribution
    Zhang, Liming
    Xu, Ancha
    An, Liuting
    Li, Min
    SYSTEMS, 2022, 10 (06):
  • [39] Marshall-Olkin Power Generalized Weibull Distribution with Applications in Engineering and Medicine
    Afify, Ahmed Z.
    Kumar, Devendra
    Elbatal, I.
    JOURNAL OF STATISTICAL THEORY AND APPLICATIONS, 2020, 19 (02): : 223 - 237
  • [40] A simulation study on the correlation structure of Marshall-Olkin bivariate Weibull distribution
    Lai, Chin-Diew
    Lin, Gwo Dong
    Govindaraju, K.
    Pirikahu, Sarah
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2017, 87 (01) : 156 - 170
12345