Statistical Analysis of Chen Distribution Under Improved Adaptive Type-II Progressive Censoring

Abstract

This paper takes into account the estimation for the two unknown parameters of the Chen distribution with bathtub-shape hazard rate function under the improved adaptive Type-II progressive censored data. Maximum likelihood estimation for two parameters are proposed and the approximate confidence intervals are established using the asymptotic normality. Bayesian estimation are obtained under the symmetric and asymmetric loss function, during which the importance sampling and Metropolis-Hastings algorithm are proposed. Finally, the performance of various estimation methods is evaluated by Monte Carlo simulation experiments, and the proposed estimation method is illustrated through the analysis of a real data set.