American Journal of Theoretical and Applied Statistics

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Bayesian Estimation Using MCMC Approach Based on Progressive First-Failure Censoring from Generalized Pareto Distribution

Received: 17 August 2013    Accepted:     Published: 30 August 2013
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Abstract

In this paper, based on a new type of censoring scheme called a progressive first-failure censored, the maximum likelihood (ML) and the Bayes estimators for the two unknown parameters of the Generalized Pareto (GP) distribution are derived. This type of censoring contains as special cases various types of censoring schemes used in the literature. A Bayesian approach using Markov Chain Monte Carlo (MCMC) method to generate from the posterior distributions and in turn computing the Bayes estimators are developed. Point estimation and confidence intervals based on maximum likelihood and bootstrap methods are also proposed. The approximate Bayes estimators have been obtained under the assumptions of informative and non-informative priors. A numerical example is provided to illustrate the proposed methods. Finally, the maximum likelihood and different Bayes estimators are compared via a Monte Carlo simulation study.

DOI 10.11648/j.ajtas.20130205.13
Published in American Journal of Theoretical and Applied Statistics (Volume 2, Issue 5, September 2013)
Page(s) 128-141
Creative Commons

This is an Open Access article, distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution and reproduction in any medium or format, provided the original work is properly cited.

Copyright

Copyright © The Author(s), 2024. Published by Science Publishing Group

Keywords

Generalized Pareto Distribution, Progressive First-Failure Censored Sample, Gibbs and Metropolis Sampler, Bayesian and Non-Bayesian Estimations, Bootstrap Methods

References
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[19] Soliman, A.A., Abd Ellah, A.H., Abou-Elheggag, N.A. and Abd-Elmougod, G.A. (2012b). Estimation of the parameters of life for Gompertz distribution using progressive first-failure censored data. Computational Statistics and Data Analysis, 56, 2471--2485.
[20] Soliman, A.A., Abd Ellah, A.H., Abou-Elheggag, N.A. and Modhesh, A.A. (2011a). Bayesian inference and prediction of Burr type XII distribution for progressive first-failure censored sampling, Intelligent Information Management, 3, 175-185.
[21] Soliman, A.A., Abd Ellah, A.H., Abou-Elheggag, N.A. and Abd-Elmougod, G.A. ( 2011b). Simulation-based approach to the study of coefficient of variation of Gompertz distribution under progressive first-failure censoring. Indian Journal of Pure and Applied Mathematics, 42(5), 335-356.
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Author Information
  • Mathematics Department, Faculty of Science, A1-Azhar University, Nasr-City 11884, Cairo, Egypt

  • Mathematics Department, Faculty of Science, Islamic University, Madinh, Saudi Arabia

  • Mathematics Department, Faculty of Science, Sohag University, Sohag 82524, Egypt

  • Mathematics Department, Faculty of Science, A1-Azhar University, Nasr-City 11884, Cairo, Egypt

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  • APA Style

    Mohamed Abdul Wahab Mahmoud, Ahmed Abo-Elmagd Soliman, Ahmed Hamed Abd Ellah, Rashad Mohamed El-Sagheer. (2013). Bayesian Estimation Using MCMC Approach Based on Progressive First-Failure Censoring from Generalized Pareto Distribution. American Journal of Theoretical and Applied Statistics, 2(5), 128-141. https://doi.org/10.11648/j.ajtas.20130205.13

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    ACS Style

    Mohamed Abdul Wahab Mahmoud; Ahmed Abo-Elmagd Soliman; Ahmed Hamed Abd Ellah; Rashad Mohamed El-Sagheer. Bayesian Estimation Using MCMC Approach Based on Progressive First-Failure Censoring from Generalized Pareto Distribution. Am. J. Theor. Appl. Stat. 2013, 2(5), 128-141. doi: 10.11648/j.ajtas.20130205.13

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    AMA Style

    Mohamed Abdul Wahab Mahmoud, Ahmed Abo-Elmagd Soliman, Ahmed Hamed Abd Ellah, Rashad Mohamed El-Sagheer. Bayesian Estimation Using MCMC Approach Based on Progressive First-Failure Censoring from Generalized Pareto Distribution. Am J Theor Appl Stat. 2013;2(5):128-141. doi: 10.11648/j.ajtas.20130205.13

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  • @article{10.11648/j.ajtas.20130205.13,
      author = {Mohamed Abdul Wahab Mahmoud and Ahmed Abo-Elmagd Soliman and Ahmed Hamed Abd Ellah and Rashad Mohamed El-Sagheer},
      title = {Bayesian Estimation Using MCMC Approach Based on Progressive First-Failure Censoring from Generalized Pareto Distribution},
      journal = {American Journal of Theoretical and Applied Statistics},
      volume = {2},
      number = {5},
      pages = {128-141},
      doi = {10.11648/j.ajtas.20130205.13},
      url = {https://doi.org/10.11648/j.ajtas.20130205.13},
      eprint = {https://download.sciencepg.com/pdf/10.11648.j.ajtas.20130205.13},
      abstract = {In this paper, based on a new type of censoring scheme called a progressive first-failure censored, the maximum likelihood (ML) and the Bayes estimators for the two unknown parameters of the Generalized Pareto (GP) distribution are derived. This type of censoring contains as special cases various types of censoring schemes used in the literature. A Bayesian approach using Markov Chain Monte Carlo (MCMC) method to generate from the posterior distributions and in turn computing the Bayes estimators are developed. Point estimation and confidence intervals based on maximum likelihood and bootstrap methods are also proposed. The approximate Bayes estimators have been obtained under the assumptions of informative and non-informative priors. A numerical example is provided to illustrate the proposed methods. Finally, the maximum likelihood and different Bayes estimators are compared via a Monte Carlo simulation study.},
     year = {2013}
    }
    

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    T1  - Bayesian Estimation Using MCMC Approach Based on Progressive First-Failure Censoring from Generalized Pareto Distribution
    AU  - Mohamed Abdul Wahab Mahmoud
    AU  - Ahmed Abo-Elmagd Soliman
    AU  - Ahmed Hamed Abd Ellah
    AU  - Rashad Mohamed El-Sagheer
    Y1  - 2013/08/30
    PY  - 2013
    N1  - https://doi.org/10.11648/j.ajtas.20130205.13
    DO  - 10.11648/j.ajtas.20130205.13
    T2  - American Journal of Theoretical and Applied Statistics
    JF  - American Journal of Theoretical and Applied Statistics
    JO  - American Journal of Theoretical and Applied Statistics
    SP  - 128
    EP  - 141
    PB  - Science Publishing Group
    SN  - 2326-9006
    UR  - https://doi.org/10.11648/j.ajtas.20130205.13
    AB  - In this paper, based on a new type of censoring scheme called a progressive first-failure censored, the maximum likelihood (ML) and the Bayes estimators for the two unknown parameters of the Generalized Pareto (GP) distribution are derived. This type of censoring contains as special cases various types of censoring schemes used in the literature. A Bayesian approach using Markov Chain Monte Carlo (MCMC) method to generate from the posterior distributions and in turn computing the Bayes estimators are developed. Point estimation and confidence intervals based on maximum likelihood and bootstrap methods are also proposed. The approximate Bayes estimators have been obtained under the assumptions of informative and non-informative priors. A numerical example is provided to illustrate the proposed methods. Finally, the maximum likelihood and different Bayes estimators are compared via a Monte Carlo simulation study.
    VL  - 2
    IS  - 5
    ER  - 

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