Bayesian estimation for power Lindley distribution based on censoring scheme

Censored data arises in many life testing experiments wherein the experimenter does not obtain complete information for all the units under study. In this paper, we discuss on Bayesian estimation for the arameters of power Lindley model based on progressively type II censored samples. Considering squared error loss function, the Bayes estimates of the parameters are derived. Because there there not closed closed for the Bayes estimates, we use Tierney and Kadane’s technique, to calculate the approximate Bayes estimates. For comparison purposes, the maximum likelihood estimates of the paraparam and their asymptotic confidence intervals are also obtained. Monte Carlo simulations are performed in order to assess the accuracy of the proposed methods. To demonstrate the applicability of the proposed methods, analysis of a real data set is provided.

Keywords:

Bayesian approach , Power Lindley model , Progressive type II censoring , Monte Carlo simulation.