Research Article
On Statistical Inference of Generalized Pareto Distribution with Jointly Progressive Censored Samples with Binomial Removal
Table 1
MLE and Bayesian estimation methods for GP based on JPC scheme with binomial removal: Case
1.
| | | | | | MLE | Bayesian | Bias | MSE | L.CI | BP | BT | Bias | MSE | L.CI |
| 0.15 | 30, 25 | 38 | | −0.1070 | 0.3141 | 2.1575 | 0.3716 | 0.3734 | 0.1136 | 0.1125 | 1.1888 | | 0.2343 | 0.6998 | 3.1495 | 0.4183 | 0.4171 | 0.1747 | 0.1459 | 1.2873 | | −0.1096 | 0.2406 | 1.8753 | 0.3039 | 0.3024 | 0.0901 | 0.0577 | 0.7950 | | 0.2358 | 0.5393 | 2.7276 | 0.3379 | 0.3385 | 0.1382 | 0.0864 | 0.9927 | 47 | | −0.0765 | 0.2248 | 1.8353 | 0.2328 | 0.2342 | 0.1111 | 0.0986 | 1.1212 | | 0.2113 | 0.5604 | 2.8165 | 0.4470 | 0.4429 | 0.1702 | 0.1445 | 1.2413 | | −0.0950 | 0.1736 | 1.5910 | 0.2195 | 0.2198 | 0.0809 | 0.0535 | 0.8268 | | 0.2377 | 0.4801 | 2.5528 | 0.4226 | 0.4244 | 0.1374 | 0.0796 | 1.0029 |
| 0.5 | 30, 25 | 38 | | −0.1258 | 0.2939 | 2.0682 | 0.3326 | 0.3299 | 0.1097 | 0.1174 | 1.1922 | | 0.2718 | 0.8972 | 3.5587 | 0.3862 | 0.3869 | 0.1820 | 0.1577 | 1.3092 | | −0.1435 | 0.2237 | 1.7673 | 0.2677 | 0.2668 | 0.0750 | 0.0524 | 0.8106 | | 0.2630 | 0.6031 | 2.8658 | 0.5155 | 0.5111 | 0.1297 | 0.0764 | 0.9194 | 47 | | −0.1223 | 0.2228 | 1.7879 | 0.2514 | 0.2510 | 0.0783 | 0.0981 | 1.1519 | | 0.2481 | 0.6264 | 2.9476 | 0.4655 | 0.4635 | 0.1773 | 0.1480 | 1.2727 | | −0.1252 | 0.1738 | 1.5598 | 0.2193 | 0.2180 | 0.0675 | 0.0475 | 0.7839 | | 0.2250 | 0.4979 | 2.6228 | 0.4034 | 0.4010 | 0.1136 | 0.0793 | 0.9689 |
| 0.15 | 50, 55 | 73 | | −0.0498 | 0.1602 | 1.5574 | 0.1954 | 0.1963 | 0.0826 | 0.0793 | 1.0336 | | 0.0862 | 0.3192 | 2.1900 | 0.2285 | 0.2283 | 0.1414 | 0.1293 | 1.2784 | | −0.0642 | 0.0900 | 1.1495 | 0.1465 | 0.1476 | 0.0528 | 0.0380 | 0.6929 | | 0.1014 | 0.1951 | 1.6860 | 0.2062 | 0.2064 | 0.1034 | 0.0657 | 0.9164 | 97 | | −0.0344 | 0.1185 | 1.3436 | 0.1447 | 0.1426 | 0.0802 | 0.0696 | 0.9834 | | 0.1305 | 0.2983 | 2.0802 | 0.1949 | 0.1942 | 0.1514 | 0.1277 | 1.2348 | | −0.0332 | 0.0683 | 1.0168 | 0.0948 | 0.0948 | 0.0481 | 0.0337 | 0.6791 | | 0.0907 | 0.1614 | 1.5347 | 0.1677 | 0.1674 | 0.1020 | 0.0629 | 0.8676 |
| 0.5 | 50, 55 | 73 | | −0.0738 | 0.1537 | 1.5101 | 0.1731 | 0.1745 | 0.0780 | 0.0794 | 1.0173 | | 0.1170 | 0.3552 | 2.2919 | 0.2728 | 0.2726 | 0.1431 | 0.1267 | 1.2095 | | −0.0649 | 0.0961 | 1.1889 | 0.1330 | 0.1322 | 0.0547 | 0.0425 | 0.7491 | | 0.1131 | 0.1998 | 1.6960 | 0.1809 | 0.1813 | 0.1055 | 0.0685 | 0.9047 | 97 | | −0.0243 | 0.1216 | 1.3644 | 0.1321 | 0.1311 | 0.0779 | 0.0730 | 0.9805 | | 0.0812 | 0.2653 | 1.9947 | 0.1892 | 0.1907 | 0.1291 | 0.1147 | 1.1928 | | −0.0487 | 0.0707 | 1.0252 | 0.0921 | 0.0924 | 0.0401 | 0.0343 | 0.6885 | | 0.0960 | 0.1664 | 1.5549 | 0.1453 | 0.1461 | 0.0999 | 0.0651 | 0.9256 |
| 0.15 | 110, 125 | 170 | | −0.0220 | 0.0680 | 1.0192 | 0.0790 | 0.0796 | 0.0529 | 0.0507 | 0.8254 | | 0.0474 | 0.1316 | 1.4108 | 0.1120 | 0.1118 | 0.1046 | 0.0891 | 1.0500 | | −0.0315 | 0.0371 | 0.7451 | 0.0552 | 0.0549 | 0.0236 | 0.0228 | 0.5809 | | 0.0474 | 0.0706 | 1.0255 | 0.0741 | 0.0738 | 0.0747 | 0.0413 | 0.6996 | 215 | | −0.0223 | 0.0545 | 0.9111 | 0.0579 | 0.0582 | 0.0390 | 0.0416 | 0.7669 | | 0.0568 | 0.1214 | 1.3485 | 0.0927 | 0.0927 | 0.0939 | 0.0803 | 0.9922 | | −0.0183 | 0.0301 | 0.6767 | 0.0463 | 0.0463 | 0.0238 | 0.0217 | 0.5584 | | 0.0236 | 0.0545 | 0.9109 | 0.0641 | 0.0642 | 0.0532 | 0.0353 | 0.7036 |
| 0.5 | 110, 125 | 170 | | −0.0193 | 0.0691 | 1.0283 | 0.0744 | 0.0739 | 0.0563 | 0.0517 | 0.8571 | | 0.0524 | 0.1305 | 1.4020 | 0.0973 | 0.0969 | 0.0983 | 0.0837 | 1.0777 | | −0.0274 | 0.0358 | 0.7348 | 0.0538 | 0.0536 | 0.0265 | 0.0236 | 0.5889 | | 0.0394 | 0.0747 | 1.0606 | 0.0752 | 0.0752 | 0.0690 | 0.0434 | 0.7391 | 215 | | −0.0295 | 0.0487 | 0.8575 | 0.0596 | 0.0589 | 0.0328 | 0.0352 | 0.7124 | | 0.0852 | 0.1313 | 1.3815 | 0.0885 | 0.0881 | 0.1223 | 0.0917 | 1.0405 | | −0.0163 | 0.0281 | 0.6544 | 0.0438 | 0.0442 | 0.0277 | 0.0203 | 0.5575 | | 0.0405 | 0.0577 | 0.9290 | 0.0615 | 0.0620 | 0.0667 | 0.0382 | 0.7144 |
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