[PDF][PDF] Posterior analysis of the compound truncated Weibull Under different loss functions for censored data

K Boudjerda, A Chadli, H Fellag - International Journal of …, 2016 - researchgate.net
K Boudjerda, A Chadli, H Fellag
International Journal of Mathematics and Computers in Simulation, 2016researchgate.net
In this paper, the Bayesian analysis of right truncated Weibull distribution is considered
under type II censored data. Bayes estimators and corresponding risks have been derived
using symmetric and asymmetric loss functions. Bayesian estimators of the parameters have
not explicit forms, so we cannot solve analytically and that's why we applied the Monte-Carlo
methods to find the results, especially the Metropolis-Hastings algorithm. Finally, we use
Pitman closeness criterion and integrated mean square error (IMSE) to compare Bayesian …
Abstract
In this paper, the Bayesian analysis of right truncated Weibull distribution is considered under type II censored data. Bayes estimators and corresponding risks have been derived using symmetric and asymmetric loss functions. Bayesian estimators of the parameters have not explicit forms, so we cannot solve analytically and that's why we applied the Monte-Carlo methods to find the results, especially the Metropolis-Hastings algorithm. Finally, we use Pitman closeness criterion and integrated mean square error (IMSE) to compare Bayesian and likelihood estimators (MLE).
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