Inference for the Jones and Faddy's Skewed t-Distribution Based on Progressively Type-II Censored Samples

Akgul F. G., ŞENOĞLU B.

GAZI UNIVERSITY JOURNAL OF SCIENCE, cilt.30, sa.3, ss.1-17, 2017 (ESCI) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 30 Sayı: 3
  • Basım Tarihi: 2017
  • Dergi Adı: GAZI UNIVERSITY JOURNAL OF SCIENCE
  • Derginin Tarandığı İndeksler: Emerging Sources Citation Index (ESCI), Scopus
  • Sayfa Sayıları: ss.1-17
  • Anahtar Kelimeler: JFST distribution, Progressive censoring, Modified maximum likelihood, Efficiency, Coverage probability, RELIABILITY ESTIMATION, MAXIMUM-LIKELIHOOD, MODEL, LIFE
  • Ankara Üniversitesi Adresli: Evet

Özet

In this paper, the location and the scale parameters of Jones and Faddy's skewed t (JFST) distribution are estimated based on progressively Type-II censored samples. We obtain maximum likelihood (ML) and modified maximum likelihood (MML) estimators of unknown parameters. Then, confidence intervals for the estimators of mu and sigma are obtained. The performances of proposed methodologies are compared via Monte-Carlo simulation study. It is concluded that the ML and MML estimators are close, especially for moderate and large sample sizes. At the end of the study, real life data is analyzed for illustrative proposes.