Point and Interval Estimation of Weibull Parameters Based on Joint Progressively Censored Data

Abstract: The analysis of progressively censored data has received considerable attention in the last few years. In this paper we consider the joint progressive censoring scheme for two populations. It is assumed that the lifetime distribution of the items from the two populations follow Weibull distribution with the same shape but different scale parameters. Based on the joint progressive censoring scheme first we consider the maximum likelihood estimators of the unknown parameters whenever they exist. We provide the Bayesian inferences of the unknown parameters under a fairly general priors on the shape and scale parameters. The Bayes estimators and the associated credible intervals cannot be obtained in closed form, and we propose to use the importance sampling technique to compute the same. Further, we consider the problem when it is known apriori that the expected lifetime of one population is smaller than the other. We provide the order restricted classical and Bayesian inferences of the unknown parameters. Monte Carlo simulations are performed to observe the performances of the different estimators and the associated confidence and credible intervals. One real data set has been analyzed for illustrative purpose.