Open Access Open Access  Restricted Access Subscription Access

Bayesian Estimation and Prediction for the Maxwell Failure Distribution based on Type II Censored Data


Affiliations
1 Department of Mathematics, New Mexico Tech, Socorro, NM, United States
2 Department of Mathematics and Statistics, University of New Mexico, Albuquerque, NM, United States
 

We present Bayes estimators, highest posterior density (HPD) intervals, and maximum likelihood estimators (MLEs), for the Maxwell failure distribution based on Type II censored data, i.e. using the first r lifetimes from a group of n components under test. Reliability/Hazard function estimates, Bayes predictive distributions and highest posterior density prediction intervals for a future observation are also considered. Two data examples and a Monte Carlo simulation study are used to illustrate the results and to compare the performances of the different methods.

Keywords

Bayes Estimator, HPD Interval, Maxwell Distribution, MLE, Prediction, Reliability Function.
User
Notifications
Font Size

Abstract Views: 81

PDF Views: 1




  • Bayesian Estimation and Prediction for the Maxwell Failure Distribution based on Type II Censored Data

Abstract Views: 81  |  PDF Views: 1

Authors

Anwar M. Hossain
Department of Mathematics, New Mexico Tech, Socorro, NM, United States
Gabriel Huerta
Department of Mathematics and Statistics, University of New Mexico, Albuquerque, NM, United States

Abstract


We present Bayes estimators, highest posterior density (HPD) intervals, and maximum likelihood estimators (MLEs), for the Maxwell failure distribution based on Type II censored data, i.e. using the first r lifetimes from a group of n components under test. Reliability/Hazard function estimates, Bayes predictive distributions and highest posterior density prediction intervals for a future observation are also considered. Two data examples and a Monte Carlo simulation study are used to illustrate the results and to compare the performances of the different methods.

Keywords


Bayes Estimator, HPD Interval, Maxwell Distribution, MLE, Prediction, Reliability Function.