This paper takes into account the estimation for the two unknown parameters of the Chen distribution with bathtub-shape hazard rate function under the improved adaptive Type-II progressive censored data. Maximum likelihood estimation for two parameters are proposed and the approximate confidence intervals are established using the asymptotic normality. Bayesian estimation are obtained under the symmetric and asymmetric loss function, during which the importance sampling and Metropolis-Hastings algorithm are proposed. Finally, the performance of various estimation methods is evaluated by Monte Carlo simulation experiments, and the proposed estimation method is illustrated through the analysis of a real data set.
翻译:本文研究了在改进自适应II型逐步删失数据下,具有浴盆形风险率函数的Chen分布中两个未知参数的估计问题。提出了两个参数的最大似然估计,并利用渐近正态性构建了近似置信区间。在对称和非对称损失函数下,结合重要性采样与Metropolis-Hastings算法,给出了贝叶斯估计。最后,通过蒙特卡洛模拟实验评估了各种估计方法的性能,并通过对一个真实数据集的分析展示了所提估计方法的实际应用效果。