Maximum Likelihood Estimation of Parameters of Lomax Distribution Based on Progressive Type-II Hybrid Censoring Scheme.

Abstract

Lomax distribution is an important lifetime distribution. The process of obtaining estimates of parameters for di erent lifetime distributions under various schemes still remains an area of interest. In Lomax distribution, parameter estimates have been obtained using ordinary procedures like Newton Raphson when the test units follows a progressive Type-II hybrid censoring scheme whereby within most cases the obtained values do not converge easily to the true value. The MLEs are observed to be generally di cult to obtain in a closed format. As a result, we recommend to employ EM algorithm procedures in order to attain the MLEs of the parameters of Lomax distribution build onto progressive Type-II hybrid which amalgamates Type-II and hybrid censoring schemes. Performance of these obtained MLEs is compared with those obtained using NR methods and EM algorithm for di erent censoring schemes with regard to their mean bias and MSE at xed parameter values of and . Simulation studies reveal that the MLEs via EM algorithm performs better than those obtained via NR method. The results of the obtained estimators are illustrated on real data.