Empirical estimation based on Progressive First Failure censored generalized pareto data

Abstract

The Progressive First-Failure (PFF) censoring scheme is considered in the present article for the Empirical Bayes estimation. The approximate confidence intervals and the Bayes estimation for the unknown parameters under the empirical Bayesian technique are obtained for the Generalized Pareto distribution. The improved approximate confidence intervals are discussed also. A simulation technique is applied here for illustrating the methods based on different censoring plans, those are the special cases of PFF censoring scheme.

Keywords: Generalized Pareto Distribution, Empirical Bayes Estimation, Progressive First-Failure (PFF) Censoring, Approximate Confidence Intervals (ACI).

AMS 2010 Mathematics Subject Classification : 62A15, 62F15, 65C05