ESTIMATING PARAMETERS OF THE INVERSE GOMPERTZ DISTRIBUTION UNDER UNIFIED HYBRID CENSORING SCHEME.

In this article, the problems of point and interval estimation for the associated parameters, along with reliability function (r(x)) and the hazard rate function (h(x)) of the inverse Gompertz distribution, are considered using a unified hybrid censoring scheme. In the case of point estimation, some classical estimators, such as the maximum likelihood estimator (MLE) and the maximum product spacing estimator (MPSE), are derived. Further, Bayes estimators are considered with respect to a suitable prior for the associated parameters under the balanced loss functions( balanced Linex loss function and balanced general entropy loss function). The asymptotic confidence intervals using the MLEs and MPSEs of the parameters are derived. Furthermore, the equal-tailed and the highest posterior density credible intervals are derived using the posterior samples. The mean squared errors are used to compare the point estimators, whereas the interval estimators are compared through their coverage probability and average lengths. Finally, a real data set is taken for application purposes. [ABSTRACT FROM AUTHOR]