Estimation for Weibull Parameters with Generalized Progressive Hybrid Censored Data

Algorithm 1

MCMC algorithm for Bayes estimation.

	Step 1 Generate from in (21) by using the proper sampling approach.
	Step 2 For given , generate from in (22).
	Step 3 Repeat above Step 1 and Step 2 times, and samples of are generated as .
	Step 4 The Bayes estimate of with respect to squared error loss, can be constructed as
	where is burn-in period.
	Step 5 To construct the HPD credible interval of , first arrange all estimates , in an ascend order, as , then for arbitrary the credible interval of can be obtained as
	where denotes the greatest integer less than or equal to . Therefore, the HPD credible interval can be constructed as the th one satisfying