Comparison of Estimation Methods for the Parameters of Poisson-Lomax Distribution under Progressive Type-II Censoring

Alaa H. Abdel-Hamid and Atef F. Hashem

Abstract: The Poisson-Lomax distribution, with decreasing and upside down shapes of failure rate, is considered as a lifetime distribution. Its genesis may appear in the complementary risks model and parallel systems. Based on progressive type-II censoring, the maximum likelihood, unweighted least squares, weighted least squares and Bayes (using linear-exponential and general entropy loss functions) estimation methods are considered to estimate the involved parameters. The performance of these methods is compared through an extensive numerical simulation, based on mean squared errors and relative absolute biases of the estimates. Two real data sets are used to compare the Poisson-Lomax distribution with the exponentiated Lomax distribution, exponentiated Weibull Poisson distribution, exponentiated exponential geometric distribution, exponentiated exponential Poisson distribution and Lomax distribution which have showed that the former distribution is better to fit the data than the other five distributions.

Keywords: Complementary risks model; Poisson-Lomax distribution; Progressive type-II censoring; Maximum likelihood estimation; Unweighted and weighted least squares estimations; Bayes estimation; Simulation.

Pages: 124 – 153 | Full PDF Paper