A note on the parameter estimation for the lognormal distribution based on progressively Type I interval censored samples

Article type: Research Article

Authors: Amin, Zeinab H.

Affiliations: Department of Mathematics and Actuarial Science, The American University in Cairo, 113 Kasr El Aini Street, P.O. Box 2511, Cairo 11511, Egypt. E-mail: [email protected]

Abstract: Estimation concerning the parameters of the lognormal distribution are discussed for progressively Type I interval censored samples. Maximum likelihood estimators as well as approximate Bayes estimators of the parameters are developed. The approximate asymptotic variance covariance matrix of the maximum likelihood estimates is given and the posterior risks for the Bayes estimates are derived. Illustrative examples involving real and simulated data sets show that the Bayes estimates provide more consistent results than the maximum likelihood estimates for the data discussed.

Keywords: Progressive censoring, grouped data, lognormal distribution, maximum likelihood estimation, bayes estimates, Lindley's approximation

DOI: 10.3233/MAS-2008-3301

Journal: Model Assisted Statistics and Applications, vol. 3, no. 3, pp. 169-176, 2008