The Art of Progressive Censoring by N. Balakrishnan & Erhard Cramer

Author:N. Balakrishnan & Erhard Cramer
Language: eng
Format: epub
Publisher: Springer New York, New York, NY

15.3 Pareto Distribution

Ali Mousa [34] considered progressively Type-II censored data from two-parameter Pareto distribution with cumulative distribution function as in (12.​24). He distinguished three cases: λ known, α known, and both parameters unknown. For a known scale parameter λ, he assumed a gamma prior as given in (15.2). The corresponding posterior distribution is a -distribution. For squared-error loss function, this yields the Bayes estimator

The Bayes estimator of the reliability is given by

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