Research Article
On Statistical Inference of Generalized Pareto Distribution with Jointly Progressive Censored Samples with Binomial Removal
Table 3
MLE and Bayesian estimation methods for GP based on JPC scheme with binomial removal: Case
3.
| | | | | | MLE | Bayesian | Bias | MSE | L.CI | BP | BT | Bias | MSE | L.CI |
| 0.15 | 30, 25 | 38 | | −0.1225 | 0.8748 | 3.6367 | 0.6448 | 0.6399 | 0.0730 | 0.0684 | 0.9731 | | 0.1229 | 0.1610 | 1.4979 | 0.2191 | 0.2171 | 0.1599 | 0.1098 | 1.0032 | | −0.1780 | 0.8485 | 3.5446 | 0.5199 | 0.5170 | 0.0417 | 0.0224 | 0.5386 | | 0.2296 | 0.5346 | 2.7225 | 0.3544 | 0.3521 | 0.1445 | 0.1110 | 1.0498 | 47 | | −0.0844 | 0.6192 | 3.0683 | 0.3737 | 0.3722 | 0.0761 | 0.0723 | 0.9554 | | 0.1238 | 0.1513 | 1.4461 | 0.2005 | 0.2008 | 0.1616 | 0.1098 | 1.0553 | | −0.1270 | 0.6350 | 3.0855 | 0.4516 | 0.4542 | 0.0407 | 0.0250 | 0.5879 | | 0.1780 | 0.4050 | 2.3963 | 0.3548 | 0.3512 | 0.1225 | 0.0914 | 1.0154 |
| 0.5 | 30, 25 | 38 | | −0.0495 | 0.8648 | 3.6421 | 0.7053 | 0.6970 | 0.0988 | 0.0769 | 1.0033 | | 0.1364 | 0.2120 | 1.7250 | 0.2059 | 0.2046 | 0.1572 | 0.1196 | 1.0154 | | −0.1077 | 0.8035 | 3.4901 | 0.6011 | 0.6000 | 0.0522 | 0.0251 | 0.5755 | | 0.2513 | 0.6866 | 3.0969 | 0.3506 | 0.3510 | 0.1621 | 0.1243 | 1.0919 | 47 | | −0.1095 | 0.6208 | 3.0601 | 0.4453 | 0.4476 | 0.0731 | 0.0729 | 0.9974 | | 0.1183 | 0.1561 | 1.4787 | 0.1868 | 0.1868 | 0.1411 | 0.1097 | 1.0063 | | −0.1147 | 0.5906 | 2.9801 | 0.5159 | 0.5097 | 0.0406 | 0.0245 | 0.5773 | | 0.2050 | 0.4206 | 2.4130 | 0.3703 | 0.3696 | 0.1411 | 0.0956 | 1.0342 |
| 0.15 | 50, 55 | 73 | | −0.0846 | 0.4923 | 2.7318 | 0.3140 | 0.3109 | 0.0631 | 0.0780 | 1.0545 | | 0.0946 | 0.0966 | 1.1610 | 0.1500 | 0.1498 | 0.1551 | 0.0998 | 0.9455 | | −0.0401 | 0.3687 | 2.3761 | 0.2793 | 0.2825 | 0.0431 | 0.0334 | 0.6636 | | 0.0966 | 0.1640 | 1.5424 | 0.1806 | 0.1803 | 0.1292 | 0.0821 | 0.9686 | 97 | | −0.0720 | 0.3557 | 2.3221 | 0.2009 | 0.2007 | 0.0552 | 0.0797 | 1.0926 | | 0.0745 | 0.0635 | 0.9440 | 0.0944 | 0.0942 | 0.1155 | 0.0639 | 0.8116 | | −0.0337 | 0.2424 | 1.9263 | 0.1773 | 0.1773 | 0.0383 | 0.0326 | 0.6818 | | 0.0518 | 0.1103 | 1.2865 | 0.1188 | 0.1180 | 0.0996 | 0.0659 | 0.8705 |
| 0.5 | 50, 55 | 73 | | −0.0257 | 0.4791 | 2.7127 | 0.3319 | 0.3348 | 0.0861 | 0.0829 | 1.0674 | | 0.0706 | 0.0849 | 1.1090 | 0.1480 | 0.1488 | 0.1259 | 0.0783 | 0.8786 | | −0.0796 | 0.3202 | 2.1971 | 0.2434 | 0.2464 | 0.0344 | 0.0295 | 0.6497 | | 0.1039 | 0.1732 | 1.5803 | 0.1623 | 0.1629 | 0.1264 | 0.0818 | 0.9442 | 97 | | −0.0451 | 0.3238 | 2.2247 | 0.2232 | 0.2228 | 0.0661 | 0.0743 | 1.0298 | | 0.0553 | 0.0634 | 0.9631 | 0.0947 | 0.0937 | 0.1086 | 0.0652 | 0.7943 | | −0.0551 | 0.2395 | 1.9073 | 0.1972 | 0.1977 | 0.0333 | 0.0313 | 0.6756 | | 0.0757 | 0.1240 | 1.3489 | 0.1472 | 0.1461 | 0.1006 | 0.0704 | 0.8533 |
| 0.15 | 110, 125 | 170 | | −0.0409 | 0.2023 | 1.7567 | 0.1246 | 0.1256 | 0.0461 | 0.0729 | 1.0124 | | 0.0308 | 0.0309 | 0.6784 | 0.0507 | 0.0503 | 0.0857 | 0.0437 | 0.6772 | | −0.0197 | 0.1467 | 1.5004 | 0.1134 | 0.1143 | 0.0341 | 0.0374 | 0.7304 | | 0.0374 | 0.0508 | 0.8713 | 0.0614 | 0.0613 | 0.0834 | 0.0417 | 0.7118 | 215 | | −0.0325 | 0.1695 | 1.6096 | 0.1113 | 0.1114 | 0.0398 | 0.0735 | 1.0183 | | 0.0276 | 0.0253 | 0.6138 | 0.0423 | 0.0419 | 0.0710 | 0.0308 | 0.5853 | | −0.0282 | 0.1052 | 1.2670 | 0.0873 | 0.0862 | 0.0218 | 0.0325 | 0.6899 | | 0.0384 | 0.0424 | 0.7937 | 0.0516 | 0.0515 | 0.0813 | 0.0370 | 0.6699 |
| 0.5 | 110, 125 | 170 | | −0.0442 | 0.1991 | 1.7415 | 0.1457 | 0.1465 | 0.0419 | 0.0745 | 1.1018 | | 0.0365 | 0.0331 | 0.6992 | 0.0611 | 0.0621 | 0.0854 | 0.0384 | 0.6426 | | −0.0176 | 0.1338 | 1.4331 | 0.1051 | 0.1055 | 0.0351 | 0.0339 | 0.6972 | | 0.0469 | 0.0617 | 0.9569 | 0.0712 | 0.0714 | 0.0908 | 0.0514 | 0.7523 | 215 | | −0.0125 | 0.1634 | 1.5846 | 0.1037 | 0.1032 | 0.0523 | 0.0728 | 1.0384 | | 0.0366 | 0.0259 | 0.6143 | 0.0443 | 0.0443 | 0.0784 | 0.0307 | 0.5853 | | −0.0220 | 0.1122 | 1.3111 | 0.0867 | 0.0869 | 0.0286 | 0.0354 | 0.7265 | | 0.0312 | 0.0471 | 0.8422 | 0.0527 | 0.0531 | 0.0704 | 0.0371 | 0.6477 |
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