Likelihood and Bayesian estimations for step-stress life test model under Type-I censoring

Ali A. İsmail
2014 Hacettepe Journal of Mathematics and Statistics  
This paper discusses likelihood and Bayesian estimations for partially accelerated step-stress life test model under Type-I censoring assuming Pareto distribution of the second kind. The posterior means and posterior variances are obtained under the squared error loss function using Lindleys approximation procedure. It has been observed that Lindley's method usually provides posterior variances and mean square errors smaller than those of the maximum likelihood estimators. Furthermore, the
more » ... rthermore, the highest posterior density credible intervals of the model parameters based on Gibbs sampling technique are computed. For illustration, simulation studies and an illustrative example based on a real data set are provided.
doi:10.15672/hjms.2014337517 fatcat:txmhbnddyzhm5gweqoq2kb5fty