ESTIMATION OF PARAMETER FOR INVERSE RAYLEIGH DISTRIBUTION UNDER TYPE-I HYBRID CENSORED SAMPLES

Akdogan Y., ÖZKAN E., Karakaya K., Tanis C.

SIGMA JOURNAL OF ENGINEERING AND NATURAL SCIENCES-SIGMA MUHENDISLIK VE FEN BILIMLERI DERGISI, vol.38, no.4, pp.1705-1711, 2020 (ESCI) identifier

  • Publication Type: Article / Article
  • Volume: 38 Issue: 4
  • Publication Date: 2020
  • Journal Name: SIGMA JOURNAL OF ENGINEERING AND NATURAL SCIENCES-SIGMA MUHENDISLIK VE FEN BILIMLERI DERGISI
  • Journal Indexes: Emerging Sources Citation Index (ESCI), Academic Search Premier, Directory of Open Access Journals
  • Page Numbers: pp.1705-1711
  • Keywords: Approximate confidence interval, expectation maximization algorithm, inverse Rayleigh distribution, maximum likelihood estimation, type-I hybrid censored samples
  • Yıldız Technical University Affiliated: Yes

Abstract

In reliability analysis, censoring is often preferred due to cost and time restrictions. It is well-known that a hybrid censoring scheme is a mixture of conventional type-I and type-II censoring schemes. In this study, we deal with the problem of the point and interval estimation of parameter for inverse Rayleigh distribution based on the type-I hybrid censored samples. We consider the method of maximum likelihood to estimate the parameter of inverse Rayleigh distribution by using the expectation maximization algorithm. Furthermore, the approximate confidence interval based on the maximum likelihood estimator is obtained by using Fisher information. We also performed a Monte Carlo simulation study to evaluate the performance of the maximum likelihood estimator under hybrid censoring for different sizes of samples.