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Introduction
Keywords
f ( x ; , =
) ( x + ) ( + 1) ; x 0, > 0, > 0. (2.1)
Here, is known as the shape parameter and be the
scale parameter. The given model (2.1) is newly
proposed Lomax distribution which is the result of
mixture of Exponential distribution with the
parameter , and the parameter is distributed as
the Gamma distribution with parameters and .
In life testing, the observations usually occurred in
ordered manner such a way that weakest items fail
first and then the second one and so on. Let us
suppose that, the n items are put to test under the
model (2.1) without replacement. In which only
ordered m( n) items are fully measure, while the
remaining (n m) items are censor. These (n m)
censored lifetimes will be order separately. This
process is called as the Right Item failure-censoring
scheme.
Now, let us consider a sequence of independent
random sample of size n such as x (1) ,
23
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(n m)
(x (m + 1) ,x (m + 2) ,...,x (n) )
L ( ,|x ) f (x i ;,)
=i 1
L ( ,|x ) m n exp (
(1 F (x i ;,) )
=i m +1
(2.2)
T1 T0 ) ,
where
=
T1
i=1
i=1
e
; > 0, > 0, > 0.
()
=
g()
(2.3)
( |x ) =
L (|x) g ( )
L (|x) g ( ) d
( )
(3.1)
.
2
The loss function defined in (3.1) is known as the
invariant squared error loss function (ISELF). The
Bayes estimator for parameter corresponding to
ISELF under the posterior ( |x) is obtained as
L ,
( ) E ( )
m+
=
I
where T m = T 1 + n log .
1
(2.5)
g1 ( ,)
= g ( ) ; 0 , > 0 .
Here, we are not going to debate or justify the
questions of the proper choice of the prior distribution.
For situations where life tester has no prior
information about the parameter, they may use the
quasi-density prior. Therefore, we consider here a
diffuse prior.
L ( ,|x) g1 ( ,)
L ( ,|x) g1 ( ,) d d
m + 1 e T m e T 0
1 ( , |x ) =
;
(m + )
(m + )
(2.6)
d .
=0
24
1
( |x) d
=
( |x) d
2
m+2
.
Tm
(3.2)
where = e T 0 ( T m )
I = E 1
( Tm )
( |x) =
m + 1 e T m ; (2.4)
(m + )
1 ( ,|x ) =
( )
=
( )
((T ) )
((T ) ) + 1.
2
R I I = (m + 2) 2 E (Tm )
2 (m + 2) E (Tm )
( )
(3.3)
L ( ) = e a a 1 ; = .
The shape parameter of the LLF is denoted by 'a' and
be any estimate of the parameter . The negative
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n = 15
( )
(m + ) E (Tm )
{ ln (
1 + aTm 1
0.25, 0.50
05 04, 02
09, 03
0.25, 0.50
2.00 08 04, 02
09, 03
0.25, 0.50
12 04, 02
09, 03
0.25, 0.50
05 04, 02
09, 03
0.25, 0.50
1.00 08 04, 02
09, 03
0.25, 0.50
12 04, 02
09, 03
0.25, 0.50
05 04, 02
09, 03
0.25, 0.50
0.50 08 04, 02
09, 03
0.25, 0.50
12 04, 02
09, 03
3.4515
2.6929
2.1960
2.7500
1.7506
1.7279
2.6269
1.7339
1.4535
3.2934
2.5696
2.0954
2.6240
1.6704
1.6488
2.5066
1.6545
1.3869
3.0767
2.4005
1.9575
2.4513
1.5605
1.5403
2.3417
1.5456
1.2956
2.8165
2.1975
1.7919
2.2440
1.4285
1.4100
2.1436
1.4149
1.1860
n = 15
a m
3.5385
2.7608
2.2513
2.8193
1.7947
1.7714
2.6931
1.7776
1.4901
KNOWN
(3.5)
)} + a 1.
( ) does not exist. A
0.25, 0.50
05 04, 02
09, 03
0.25, 0.50
08 04, 02
09, 03
0.25, 0.50
12 04, 02
09, 03
1
L = ln e a ( |x) d
a
m
+
(3.4)
=
L
.
ln 1 +
T
a
m
R L L= e a E (Tm ) 1 +
T
m
2.6968
2.1043
1.7159
2.1488
1.3679
1.3501
2.0415
1.2996
1.2826
2.4808
1.9357
1.5784
1.9768
1.2583
1.2419
1.8780
1.1954
1.1799
2.2820
1.7806
1.4519
1.8184
1.1574
1.1425
1.7275
1.0996
1.0853
2.5733
2.0079
1.6373
2.0504
1.3052
1.2883
1.9480
1.2401
1.2239
2.3672
1.8470
1.5061
1.8863
1.2007
1.1850
1.7920
1.1406
1.1259
2.1775
1.6990
1.3854
1.7351
1.1044
1.0902
1.6484
1.0492
1.0356
2.4040
1.8758
1.5296
1.9155
1.2193
1.2035
1.8198
1.1585
1.1434
2.2114
1.7255
1.4070
1.7622
1.1217
1.1070
1.6741
1.0655
1.0518
2.0342
1.5872
1.2942
1.6209
1.0317
1.0185
1.5399
0.9802
0.9675
2.2007
1.7171
1.4002
1.7535
1.1162
1.1017
1.6659
1.0605
1.0467
2.0244
1.5796
1.2880
1.6132
1.0268
1.0134
1.5325
0.9754
0.9628
1.8621
1.4530
1.1847
1.4838
0.9444
0.9324
1.4097
0.8973
0.8857
25
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I1 =
( m + 2)
; =
( )
2.9932
2.3354
1.9044
2.3850
1.5182
1.4984
2.2658
1.4424
1.4235
2.7533
2.1484
1.7519
2.1940
1.3965
1.3784
2.0843
1.3268
1.3095
2.5328
1.9763
1.6115
2.0181
1.2846
1.2680
1.9173
1.2204
1.2046
2.8561
2.2284
1.8172
2.2758
1.4487
1.4298
2.1620
1.3763
1.3583
2.6272
2.0500
1.6717
2.0935
1.3325
1.3153
1.9888
1.2660
1.2495
2.4168
1.8858
1.5377
1.9257
1.2258
1.2099
1.8295
1.1645
1.1494
2.6682
2.0818
1.6976
2.1260
1.3534
1.3357
2.0197
1.2857
1.2689
2.4543
1.9151
1.5617
1.9557
1.2448
1.2288
1.8579
1.1827
1.1673
2.2578
1.7617
1.4365
1.7990
1.1451
1.1303
1.7091
1.0879
1.0738
2.4425
1.9057
1.5540
1.9462
1.2389
1.2227
1.8489
1.1770
1.1616
2.2467
1.7531
1.4296
1.7903
1.1395
1.1249
1.7008
1.0827
1.0686
2.0668
1.6127
1.3150
1.6468
1.0482
1.0347
1.5645
0.9959
0.9830
( )
2 ( |,x) d
26
m+1
T
T
e m e 0 d d
(m + )
m+1
T
T
e m e 0 d d
(m + )
) +1
(5.2)
(5.3)
1
m+1
L1 = ln e a
e Tm e T 0 d d
(m + )
a
1
m T 0
L1 =
ln ( Tm + a )
e d
a
(5.4)
1
1
m T 0
a
R L L
e
E (Tm ) ( Tm + a )
e
d
=
m T 0
e d + a 1.
+ E (Tm ) ln ( Tm + a )
(5.5)
m+1
2 ( |,x) = e Tm e T 0 d .
(m + )
The Bayes estimator of the shape parameter
corresponding to the posterior density 2 ( |,x) when
2 ( |,x) d
2 ( |,x) = 1 ( ,|x) d
a (m + 2) E (Tm ) ( ) + a 1.
R L L
e a E (Tm ) ea (m + 2)
=
(5.1)
.
d
and
( Tm ) m + 2
2 (m + 2) E (Tm ) 1 ( )
I1 =
T0
2
R I II = (m + 2) 2 E (Tm ) 2 ( )
I1
n = 15
0.25, 0.50
05 04, 02
09, 03
0.25, 0.50
2.00 08 04, 02
09, 03
0.25, 0.50
12 04, 02
09, 03
0.25, 0.50
05 04, 02
09, 03
0.25, 0.50
1.00 08 04, 02
09, 03
0.25, 0.50
12 04, 02
09, 03
0.25, 0.50
05 04, 02
09, 03
0.25, 0.50
0.50 08 04, 02
09, 03
0.25, 0.50
12 04, 02
09, 03
( Tm ) m +1 d
KNOWN
T0
a m
( )
The close forms of the risk under the ISELF and LLF
for both Bayes estimator again do not exist. To study
the properties of the Bayes estimators, a simulation
study has been performed in next section.
Remark
The magnitude of risk for the Bayes estimator I
(known scale parameter case) under the risk criteria
ISELF is higher than that under LLF. Hence, in the
case when scale parameter is considered to be random
variable, the risk for Bayes estimator is obtained
I1
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in Section 4.
2. Generate a random value of from the uniform
U ( 0, 1/ ) for the given values of prior parameter
UNKNOWN
0.25, 0.50
05 04, 02
09, 03
0.25, 0.50
08 04, 02
09, 03
0.25, 0.50
12 04, 02
09, 03
n = 15
= 5.00 = 2.00 = 1.00 = 0.50 = 0.10
3.7322
2.9120
2.3746
2.9737
1.8930
1.8684
2.8405
1.8749
1.5717
3.6405
2.8404
2.3162
2.9006
1.8465
1.8225
2.7707
1.8288
1.5331
3.4738
2.7103
2.2101
2.7677
1.7619
1.7390
2.6438
1.7450
1.4629
3.2452
2.5320
2.0647
2.5856
1.6460
1.6246
2.4698
1.6302
1.3666
2.9707
2.3178
1.8901
2.3669
1.5068
1.4872
2.2609
1.4923
1.2510
n = 15
a
0.25, 0.50
05 04, 02
09, 03
0.25, 0.50
2.00 08 04, 02
09, 03
0.25, 0.50
12 04, 02
09, 03
0.25, 0.50
05 04, 02
09, 03
0.25, 0.50
1.00 08 04, 02
09, 03
0.25, 0.50
12 04, 02
09, 03
0.25, 0.50
05 04, 02
09, 03
0.25, 0.50
0.50 08 04, 02
09, 03
0.25, 0.50
12 04, 02
09, 03
2.9686
2.3163
1.8888
2.3654
1.5058
1.4861
2.2472
1.4305
1.4118
2.7308
2.1308
1.7375
2.1760
1.3851
1.3671
2.0672
1.3158
1.2988
2.5119
1.9600
1.5982
2.0016
1.2741
1.2576
1.9016
1.2104
1.1947
2.8326
2.2102
1.8023
2.2571
1.4368
1.4180
2.1443
1.3650
1.3471
2.6057
2.0332
1.6579
2.0763
1.3217
1.3045
1.9725
1.2555
1.2393
2.3968
1.8702
1.5250
1.9099
1.2157
1.2000
1.8145
1.1550
1.1400
2.6462
2.0648
1.6837
2.1086
1.3423
1.3247
2.0032
1.2752
1.2585
2.4342
1.8994
1.5488
1.9397
1.2347
1.2187
1.8427
1.1729
1.1578
2.2391
1.7471
1.4247
1.7842
1.1357
1.1210
1.6951
1.0790
1.0650
2.4224
1.8902
1.5413
1.9303
1.2288
1.2127
1.8338
1.1673
1.1521
2.2283
1.7387
1.4178
1.7756
1.1303
1.1156
1.6868
1.0737
1.0599
2.0497
1.5993
1.3042
1.6333
1.0396
1.0262
1.5517
0.9877
0.9749
KNOWN
n = 15
a m ,
02, 0.50
05 04, 0.25
08, 0.125
02, 0.50
2.00 08 04, 0.25
08, 0.125
02, 0.50
12 04, 0.25
08, 0.125
02, 0.50
05 04, 0.25
08, 0.125
02, 0.50
1.00 08 04, 0.25
08, 0.125
02, 0.50
12 04, 0.25
08, 0.125
02, 0.50
05 04, 0.25
08, 0.125
02, 0.50
0.50 08 04, 0.25
08, 0.125
02, 0.50
12 04, 0.25
08, 0.125
3.3221
2.5921
2.1136
2.6471
1.6850
1.6631
2.5147
1.6009
1.5800
3.0558
2.3844
1.9443
2.4350
1.5499
1.5298
2.3133
1.4726
1.4534
2.8111
2.1934
1.7885
2.2399
1.4258
1.4073
2.1280
1.3546
1.3370
3.1699
2.4734
2.0168
2.5259
1.6078
1.5869
2.3995
1.5276
1.5076
2.9158
2.2752
1.8552
2.3235
1.4789
1.4597
2.2073
1.4052
1.3868
2.6823
2.0929
1.7066
2.1373
1.3605
1.3428
2.0305
1.2926
1.2758
2.9613
2.3106
1.8841
2.3597
1.5020
1.4825
2.2416
1.4271
1.4084
2.7239
2.1255
1.7331
2.1706
1.3816
1.3636
2.0621
1.3127
1.2955
2.5058
1.9552
1.5943
1.9967
1.2710
1.2544
1.8969
1.2075
1.1918
2.7108
2.1152
1.7247
2.1601
1.3750
1.3571
2.0520
1.3064
1.2893
2.4935
1.9457
1.5865
1.9870
1.2647
1.2483
1.8877
1.2017
1.1859
2.2939
1.7898
1.4595
1.8278
1.1635
1.1483
1.7365
1.1054
1.0910
Conclusions
For the study of Bayes estimator under the Right-Item
failure censoring criterion, Lomax model is considered
here as the underlying model. The proposed Lomax
distribution is the result of the mixture of distribution.
Under considered censoring scheme, the Bayes
estimator is obtained for the shape parameter under
two different loss functions for both known and
unknown case of scale parameter. A simulation has
been carried out for study the performances of the
procedures.
27
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ACKNOWLEDGEMENT
28
records
using
the
Pareto
model.