Estimation for the three-parameter inverse Gaussian distribution under progressive Type-II censoring

Prasanta Basak, N. Balakrishnan

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8 Scopus citations

Abstract

Inverse Gaussian distribution has been used widely as a model in analysing lifetime data. In this regard, estimation of parameters of two-parameter (IG2) and three-parameter inverse Gaussian (IG3) distributions based on complete and censored samples has been discussed in the literature. In this paper, we develop estimation methods based on progressively Type-II censored samples from IG3 distribution. In particular, we use the EM-algorithm, as well as some other numerical methods for determining the maximum-likelihood estimates (MLEs) of the parameters. The asymptotic variances and covariances of the MLEs from the EM-algorithm are derived by using the missing information principle. We also consider some simplified alternative estimators. The inferential methods developed are then illustrated with some numerical examples. We also discuss the interval estimation of the parameters based on the large-sample theory and examine the true coverage probabilities of these confidence intervals in case of small samples by means of Monte Carlo simulations.

Original languageEnglish (US)
Pages (from-to)1055-1072
Number of pages18
JournalJournal of Statistical Computation and Simulation
Volume82
Issue number7
DOIs
StatePublished - Jul 2012

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Modeling and Simulation
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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