ESTIMATION OF THE PARAMETERS FOR POWER FUNCTION DISTRIBUTION BASED ON TYPE-II DOUBLY CENSORED SAMPLE

Abstract

In this paper, we propose the Bayes estimators of unknown parameters of power function distribution in the context of double
censoring. The maximum-likelihood estimators (MLEs) for the power function parameters are derived. Bayes estimators are
derived using the squared error loss function, entropy loss function, and linex loss function using the Lindley approximation and
the importance sampling procedures. We also introduced sample prediction estimates using Bayesian techniques. Finally, we
perform a simulation study to compare all the proposed estimation methods and analyze a real-life data set for illustration
purposes.