In this paper, we investigate the classical and Bayesian estimation of unknown parameters of the Gumbel type-II distribution based on adaptive type-II progressive hybrid censored sample (AT-II PHCS). The maximum likelihood estimates (MLEs) and maximum product spacing estimates (MPSEs) are developed and computed numerically using Newton-Raphson method. Bayesian approaches are employed to estimate parameters under symmetric and asymmetric loss functions. Bayesian estimates are not in explicit forms. Thus, Bayesian estimates are obtained by using Markov chain Monte Carlo (MCMC) method along with the Metropolis-Hastings (MH) algorithm. Based on the normality property of MLEs the asymptotic confidence intervals are constructed. Also, bootstrap intervals and highest posterior density (HPD) credible intervals are constructed. Further a Monte Carlo simulation study is carried out. Finally, the data set based on the death rate due to Covid-19 in India is analyzed for illustration of the purpose.
翻译:在本文中,我们研究了古典和巴伊西亚对基于适应型第二类累进混合审查抽样(AT-II PHCS)的Gumbel II型分布的未知参数的古典和巴伊西亚估计,用牛顿-拉夫森方法,制定和计算最大可能性估计值和最大产品间隔估计值(MPSEs),采用巴伊西亚方法估算对称和不对称损失功能下的参数,巴伊西亚估计值没有明确的形式,因此,通过使用Markov 链 Monte Carlo(MCMC)方法以及Metropolis-Hastings算法(MHH)获得巴伊西亚估计值,根据MLES的正常特性,构建了无损信任期。此外,还建立了靴带间隔和最高后方密度(HPD)的可靠间隔。还进行了一项蒙特卡洛模拟研究。最后,根据印度Covid-19的死亡率确定的数据进行了分析,以说明目的。