Reliability estimation and statistical inference under joint progressively Type-II right-censored sampling for certain lifetime distributions.

AbstractIn this article, the parameter estimation of several commonly used two-parameter lifetime distributions, including the Weibull, inverse Gaussian, and Birnbaum–Saunders distributions, based on joint progressively Type-II right-censored sample is studied. Different numerical methods and algorithms are used to compute the maximum likelihood estimates of the unknown model parameters. These methods include the Newton–Raphson method, the stochastic expectation–maximization (SEM) algorithm, and the dual annealing (DA) algorithm. These estimation methods are compared in terms of accuracy (e.g. the bias and mean squared error), computational time and effort (e.g. the required number of iterations), the ability to obtain the largest value of the likelihood, and convergence issues by means of a Monte Carlo simulation study. Recommendations are made based on the simulated results. A real data set is analyzed for illustrative purposes. These methods are implemented in Python, and the computer programs are available from the authors upon request. [ABSTRACT FROM AUTHOR]