Estimating the shape parameter of the Topp–Leone distribution based on Type I censored samples
Volume 42 / 2015
Applicationes Mathematicae 42 (2015), 219-230
MSC: Primary 62N02; Secondary 65C05.
DOI: 10.4064/am42-2-8
Abstract
The shape parameter of the Topp–Leone distribution is estimated from classical and Bayesian points of view based on Type I censored samples. The maximum likelihood and the approximate maximum likelihood estimates are derived. The Bayes estimate and the associated credible interval are approximated by using Lindley's approximation and Markov Chain Monte Carlo using the importance sampling technique. Monte Carlo simulations are performed to compare the performances of the proposed methods. Real and simulated data sets have been analyzed for illustrative purposes.
