In this paper, the maximum likelihood and Bayesian estimation are developed based on pooled sample of two independent Type-II censored samples from the inverse exponential distribution. The Bayesian estimation is discussed using different loss functions. The problem of predicting the failure times from a future sample from the sample population is also discussed from a Bayesian viewpoint. A Monte Carlo simulation study is conducted to compare the maximum likelihood estimator with the Bayesian estimators. Finally, illustrative example is presented to illustrate the different inference methods discussed here.
Abdel-Aty, Yahia; Shafay, Ahmed; M. Mohie El-Din, Marwa; and Nagy, M.
"Bayesian Inference for The Inverse Exponential Distribution Based on Pooled Type-II Censored Samples,"
Journal of Statistics Applications & Probability: Vol. 4
, Article 6.
Available at: https://dc.naturalspublishing.com/jsap/vol4/iss2/6