Maximum Likelihood Estimation of Parameters of Lomax Distribution Based on Progressive Type-II Hybrid Censoring Scheme.
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Date
2018
Authors
Mwendwa, Peace Mwende
Journal Title
Journal ISSN
Volume Title
Publisher
Kenyatta University
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.
Description
A Project Submitted in Partial Ful_Llment of the Requirements for the Award of the Degree of Master of Science (Statistics) in the School of Pure and Applied Science of Kenyatta University,C 2018