Bayesian and classical estimation of PCI ℂ s under multiple interval type-II censoring with log-logistic distribution

View at publisher
Authors: Riyadh Rustam Al-Mosawi, Sanku Dey
Cited by: 1
References: 53

Abstract

{Classical and Bayesian methods are employed to construct point and interval estimators of the process capability index C, with performance evaluated via Monte Carlo simulation under multiple interval type-II censoring} This paper investigates the estimation of the process capability index Cs for the log–logistic distribution under a newly proposed multiple interval type–II censoring scheme. Three estimation approaches are considered: maximum likelihood estimation, maximum product of spacings, and Bayesian inference. Within the Bayesian framework, both the likelihood and product of spacings functions are employed under two loss functions, namely the squared error loss and the linear exponential (LINEX) loss, assuming gamma prior distributions for the model parameters. In addition to point estimation, interval estimation is carried out by constructing approximate confidence intervals using classical methods and comparing them with highest posterior density credible intervals obtained from Bayesian procedures. Furthermore, percentile bootstrap confidence intervals based on both the likelihood function and the product of spacings function are also obtained. A comprehensive Monte Carlo simulation study is conducted to evaluate the finite-sample performance of the proposed estimators. Further, the optimal multiple interval type–II censoring plan is examined under different optimality criteria. Finally, the practical applicability of the proposed methods is demonstrated through the analysis of two real-life data sets.

Fields of Study & Subjects

Statistical Distribution Estimation and Applications Probability and Risk Models Statistical Methods and Bayesian Inference

Publication details

Journal / source
Journal of Statistical Computation and Simulation
Publisher
Informa UK Limited
Pages
1–40
Publication date
29 June 2026
Language
EN