Research Article
On Statistical Inference of Generalized Pareto Distribution with Jointly Progressive Censored Samples with Binomial Removal
Table 2
MLE and Bayesian estimation methods for GP based on JPC scheme with binomial removal: Case
2.
| | | | | | MLE | Bayesian | Bias | MSE | L.CI | BP | BT | Bias | MSE | L.CI |
| 0.15 | 30, 25 | 38 | | −0.0780 | 0.1139 | 1.2879 | 0.1900 | 0.1874 | 0.0783 | 0.0816 | 0.9430 | | 0.1098 | 0.0792 | 1.0165 | 0.1622 | 0.1613 | 0.1690 | 0.0867 | 0.8643 | | −0.1446 | 0.2904 | 2.0358 | 0.2776 | 0.2749 | 0.0688 | 0.0549 | 0.7931 | | 0.2431 | 1.2161 | 4.2186 | 0.4798 | 0.4786 | 0.0722 | 0.0522 | 0.8544 | 47 | | −0.0779 | 0.0859 | 1.1084 | 0.1465 | 0.1479 | 0.0636 | 0.0688 | 0.8687 | | 0.0740 | 0.0613 | 0.9263 | 0.1070 | 0.1074 | 0.1202 | 0.0612 | 0.8002 | | −0.1332 | 0.2020 | 1.6836 | 0.2490 | 0.2465 | 0.0622 | 0.0552 | 0.8273 | | 0.3044 | 0.9990 | 3.7337 | 0.4639 | 0.4627 | 0.0961 | 0.0592 | 0.8724 |
| 0.5 | 30, 25 | 38 | | −0.1060 | 0.0964 | 1.1447 | 0.2016 | 0.2009 | 0.0747 | 0.0888 | 0.9539 | | 0.0765 | 0.0713 | 1.0030 | 0.1335 | 0.1331 | 0.1230 | 0.0694 | 0.8319 | | −0.1336 | 0.2390 | 1.8442 | 0.2571 | 0.2577 | 0.0790 | 0.0537 | 0.8066 | | 0.3110 | 1.1623 | 4.0485 | 0.7156 | 0.7204 | 0.0894 | 0.0563 | 0.8486 | 47 | | −0.0778 | 0.0819 | 1.0799 | 0.1827 | 0.1815 | 0.0524 | 0.0630 | 0.8295 | | 0.0579 | 0.0606 | 0.9382 | 0.1462 | 0.1476 | 0.1133 | 0.0601 | 0.7943 | | −0.1297 | 0.1793 | 1.5808 | 0.2437 | 0.2426 | 0.0654 | 0.0499 | 0.7465 | | 0.2946 | 0.9882 | 3.7236 | 0.6212 | 0.6204 | 0.0881 | 0.0577 | 0.8527 |
| 0.15 | 50, 55 | 73 | | −0.0695 | 0.0574 | 0.8995 | 0.1200 | 0.1206 | 0.0480 | 0.0509 | 0.7484 | | 0.0621 | 0.0399 | 0.7444 | 0.1024 | 0.1008 | 0.1066 | 0.0456 | 0.6818 | | −0.0659 | 0.0960 | 1.1874 | 0.1525 | 0.1513 | 0.0564 | 0.0403 | 0.7161 | | 0.1542 | 0.4190 | 2.4657 | 0.2325 | 0.2315 | 0.0910 | 0.0572 | 0.8513 | 97 | | −0.0398 | 0.0449 | 0.8162 | 0.0751 | 0.0746 | 0.0441 | 0.0429 | 0.7176 | | 0.0331 | 0.0285 | 0.6487 | 0.0600 | 0.0608 | 0.0698 | 0.0294 | 0.5969 | | −0.0434 | 0.0615 | 0.9579 | 0.1056 | 0.1063 | 0.0387 | 0.0301 | 0.6311 | | 0.0879 | 0.2666 | 1.9955 | 0.1961 | 0.1963 | 0.0805 | 0.0595 | 0.9262 |
| 0.5 | 50, 55 | 73 | | −0.0659 | 0.0565 | 0.8954 | 0.1122 | 0.1111 | 0.0452 | 0.0517 | 0.7435 | | 0.0482 | 0.0420 | 0.7814 | 0.0829 | 0.0840 | 0.0917 | 0.0423 | 0.7060 | | −0.0693 | 0.0782 | 1.0624 | 0.1135 | 0.1149 | 0.0411 | 0.0330 | 0.6727 | | 0.1510 | 0.3952 | 2.3933 | 0.2390 | 0.2389 | 0.1023 | 0.0636 | 0.8960 | 97 | | −0.0395 | 0.0451 | 0.8183 | 0.0804 | 0.0804 | 0.0442 | 0.0419 | 0.7157 | | 0.0349 | 0.0297 | 0.6615 | 0.0679 | 0.0685 | 0.0741 | 0.0321 | 0.6107 | | −0.0350 | 0.0630 | 0.9745 | 0.1064 | 0.1071 | 0.0512 | 0.0314 | 0.6640 | | 0.1246 | 0.2864 | 2.0413 | 0.1868 | 0.1855 | 0.0949 | 0.0613 | 0.8704 |
| 0.15 | 110, 125 | 170 | | −0.0367 | 0.0286 | 0.6478 | 0.0486 | 0.0490 | 0.0155 | 0.0250 | 0.5653 | | 0.0277 | 0.0176 | 0.5084 | 0.0416 | 0.0416 | 0.0536 | 0.0187 | 0.4729 | | −0.0250 | 0.0337 | 0.7136 | 0.0566 | 0.0564 | 0.0311 | 0.0218 | 0.5438 | | 0.0504 | 0.1343 | 1.4238 | 0.1047 | 0.1060 | 0.0677 | 0.0533 | 0.8351 | 215 | | −0.0317 | 0.0207 | 0.5501 | 0.0386 | 0.0385 | 0.0063 | 0.0181 | 0.4915 | | 0.0234 | 0.0130 | 0.4381 | 0.0285 | 0.0285 | 0.0474 | 0.0145 | 0.4177 | | −0.0223 | 0.0268 | 0.6364 | 0.0424 | 0.0427 | 0.0197 | 0.0184 | 0.5040 | | 0.0615 | 0.1098 | 1.2770 | 0.0868 | 0.0872 | 0.0752 | 0.0506 | 0.8087 |
| 0.5 | 110, 125 | 170 | | −0.0293 | 0.0259 | 0.6202 | 0.0520 | 0.0518 | 0.0275 | 0.0270 | 0.5755 | | 0.0227 | 0.0164 | 0.4941 | 0.0343 | 0.0345 | 0.0475 | 0.0177 | 0.4701 | | −0.0265 | 0.0323 | 0.6974 | 0.0533 | 0.0530 | 0.0261 | 0.0208 | 0.5409 | | 0.0585 | 0.1276 | 1.3821 | 0.1093 | 0.1087 | 0.0755 | 0.0506 | 0.8174 | 215 | | −0.0209 | 0.0214 | 0.5680 | 0.0388 | 0.0387 | 0.0175 | 0.0181 | 0.5027 | | 0.0187 | 0.0136 | 0.4522 | 0.0302 | 0.0301 | 0.0412 | 0.0143 | 0.4153 | | −0.0227 | 0.0261 | 0.6273 | 0.0456 | 0.0450 | 0.0190 | 0.0177 | 0.5158 | | 0.0606 | 0.1103 | 1.2806 | 0.0884 | 0.0879 | 0.0771 | 0.0512 | 0.8293 |
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