Extension of Jeffreys's prior estimate for Weibull censored data using Lindley's approximation
The Weibull distribution has attracted the attention of statisticians working on theory and methods as well as in various fields of applied statistics. In this paper the Jeffreys's and extension Jeffreys's priors with the squared loss function are considered in the estimation. The Bayesian...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
American-Eurasian Network for Scientific Information
2011
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/25212/ http://psasir.upm.edu.my/id/eprint/25212/1/25212.pdf |
| _version_ | 1848845247050678272 |
|---|---|
| author | Ahmed, Al Omari Mohammed Ibrahim, Noor Akma Arasan, Jayanthi Adam, Mohd Bakri |
| author_facet | Ahmed, Al Omari Mohammed Ibrahim, Noor Akma Arasan, Jayanthi Adam, Mohd Bakri |
| author_sort | Ahmed, Al Omari Mohammed |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | The Weibull distribution has attracted the attention of statisticians working on theory and methods as well as in various fields of applied statistics. In this paper the Jeffreys's and extension Jeffreys's priors with the squared loss function are considered in the estimation. The Bayesian estimates of the scale and shape parameters of the Weibull distribution obtained using Lindley's approximation are then compared to its maximum likelihood counterparts. The comparison criteria is the mean square error (MSE) and the performance of these two estimates are assessed using simulation considering various sample size, several specific values of Weibull parameters and several values of extension Jeffreys's prior. The Maximum Likelihood estimates of θ and p are more efficient than their Bayesian using Jeffreys's prior and extension of Jeffreys's prior, but the extension of Jeffreys's is better than maximum likelihood for some conditions. |
| first_indexed | 2025-11-15T08:43:47Z |
| format | Article |
| id | upm-25212 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T08:43:47Z |
| publishDate | 2011 |
| publisher | American-Eurasian Network for Scientific Information |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-252122018-09-25T00:57:16Z http://psasir.upm.edu.my/id/eprint/25212/ Extension of Jeffreys's prior estimate for Weibull censored data using Lindley's approximation Ahmed, Al Omari Mohammed Ibrahim, Noor Akma Arasan, Jayanthi Adam, Mohd Bakri The Weibull distribution has attracted the attention of statisticians working on theory and methods as well as in various fields of applied statistics. In this paper the Jeffreys's and extension Jeffreys's priors with the squared loss function are considered in the estimation. The Bayesian estimates of the scale and shape parameters of the Weibull distribution obtained using Lindley's approximation are then compared to its maximum likelihood counterparts. The comparison criteria is the mean square error (MSE) and the performance of these two estimates are assessed using simulation considering various sample size, several specific values of Weibull parameters and several values of extension Jeffreys's prior. The Maximum Likelihood estimates of θ and p are more efficient than their Bayesian using Jeffreys's prior and extension of Jeffreys's prior, but the extension of Jeffreys's is better than maximum likelihood for some conditions. American-Eurasian Network for Scientific Information 2011 Article PeerReviewed text en http://psasir.upm.edu.my/id/eprint/25212/1/25212.pdf Ahmed, Al Omari Mohammed and Ibrahim, Noor Akma and Arasan, Jayanthi and Adam, Mohd Bakri (2011) Extension of Jeffreys's prior estimate for Weibull censored data using Lindley's approximation. Australian Journal of Basic and Applied Sciences, 5 (12). pp. 884-889. ISSN 1991-8178 http://www.ajbasweb.com/old/ajbas_December_2011.html |
| spellingShingle | Ahmed, Al Omari Mohammed Ibrahim, Noor Akma Arasan, Jayanthi Adam, Mohd Bakri Extension of Jeffreys's prior estimate for Weibull censored data using Lindley's approximation |
| title | Extension of Jeffreys's prior estimate for Weibull censored data using Lindley's approximation |
| title_full | Extension of Jeffreys's prior estimate for Weibull censored data using Lindley's approximation |
| title_fullStr | Extension of Jeffreys's prior estimate for Weibull censored data using Lindley's approximation |
| title_full_unstemmed | Extension of Jeffreys's prior estimate for Weibull censored data using Lindley's approximation |
| title_short | Extension of Jeffreys's prior estimate for Weibull censored data using Lindley's approximation |
| title_sort | extension of jeffreys's prior estimate for weibull censored data using lindley's approximation |
| url | http://psasir.upm.edu.my/id/eprint/25212/ http://psasir.upm.edu.my/id/eprint/25212/ http://psasir.upm.edu.my/id/eprint/25212/1/25212.pdf |