Reliability Estimation in a Rayleigh Pareto Model with Progressively Type-II Right Censored Data.

In this paper, we consider inference problems including estimation for a Rayleigh Pareto distribution under progressively type-II right censored data. We use two approaches, the classical maximum likelihood approach and the Bayesian approach for estimating the distribution parameters and the reliability characteristics. Bayes estimators and corresponding posterior risks (PR) have been derived using different loss functions (symmetric and asymmetric). The estimators cannot be obtained explicitly, so we use the method of Monte Carlo. Also we use the integrated mean square error (IMSE) and the Pitman closeness criterion to compare the results of the two methods. Finally, a real data set has been analyzed to investigate the applicability and the usefulness of the proposed model. [ABSTRACT FROM AUTHOR]