Estimation and Prediction for Gompertz Distribution under General Progressive Censoring

In this article, we discuss the estimation of the parameters for Gompertz distribution and prediction using general progressive Type-II censoring. Based on the Expectation–Maximization algorithm, we calculate the maximum likelihood estimates. Bayesian estimates are considered under different loss fu...

Full description

Bibliographic Details
Main Authors: Yuxuan Wang, Wenhao Gui
Format: Article
Language:English
Published: MDPI AG 2021-05-01
Series:Symmetry
Subjects:
Online Access:https://www.mdpi.com/2073-8994/13/5/858
Description
Summary:In this article, we discuss the estimation of the parameters for Gompertz distribution and prediction using general progressive Type-II censoring. Based on the Expectation–Maximization algorithm, we calculate the maximum likelihood estimates. Bayesian estimates are considered under different loss functions, which are symmetrical, asymmetrical and balanced, respectively. An approximate method—Tierney and Kadane—is used to derive the estimates. Besides, the Metropolis-Hasting (MH) algorithm is applied to get the Bayesian estimates as well. According to Fisher information matrix, we acquire asymptotic confidence intervals. Bootstrap intervals are also established. Furthermore, we build the highest posterior density intervals through the sample generated by the MH algorithm. Then, Bayesian predictive intervals and estimates for future samples are provided. Finally, for evaluating the quality of the approaches, a numerical simulation study is implemented. In addition, we analyze two real datasets.
ISSN:2073-8994