Bayesian Inference and Prediction of Burr Type XII Distribution for Progressive First Failure Censored Sampling英文文献资料.docVIP
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Bayesian Inference and Prediction of Burr Type XII Distribution for Progressive First Failure Censored Sampling英文文献资料
Intelligent Information Management, 2011, 3, 175-185
doi:10.4236/iim.2011.35021 Published Online September 2011 (http://www.SciRP.org/journal/iim)
Bayesian Inference and Prediction of Burr Type XII
Distribution for Progressive First Failure
Censored Sampling
Ahmed A. Soliman, A. H. Abd Ellah, N. A. Abou-Elheggag, A. A. Modhesh
Mathematics Department, Sohag University, Sohag, Egypt
E-mail: ahmhamed@
Received April 27, 2011; revised July 16, 2011; accepted July 25, 2011
Abstract
This paper deals with Bayesian inference and prediction problems of the Burr type XII distribution based on
progressive first failure censored data. We consider the Bayesian inference under a squared error loss func-
tion. We propose to apply Gibbs sampling procedure to draw Markov Chain Monte Carlo (MCMC) samples,
and they have in turn, been used to compute the Bayes estimates with the help of importance sampling tech-
nique. We have performed a simulation study in order to compare the proposed Bayes estimators with the
maximum likelihood estimators. We further consider two sample Bayes prediction to predicting future order
statistics and upper record values from Burr type XII distribution based on progressive first failure censored
data. The predictive densities are obtained and used to determine prediction intervals for unobserved order
statistics and upper record values. A real life data set is used to illustrate the results derived.
Keywords: Burr Type XII Distribution, Progressive First-Failure Censored Sample, Bayesian Estimations,
Gibbs Sampling, Markov Chain Monte Carlo, Posterior Predictive Density
1. Introduction
perimenter might decide to group the test units into
several sets, each as an assembly of test units, and then
run all the test units simultaneously until occurrence the
first failure in each group. Such a censoring scheme is
called a first-failure censoring scheme. Jun et al. [6]
discussed a sampling plan for a bearing
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