Bayes Estimation of the Parameter of Burr Type II Distribution in Case of Type II Censoring

Abstract

Suppose that Xj, X2, ..., Xn is a random sample of failure times from a Burr type II (B2) distribution with parameter 9. Let x = (xj, x2, , xr) with xj < x2 S x3 < < xr be the observed failure censored sample of the first r-failure times from the sample of size n, where 1 < r < n . We derive serveral Bayes estimators of 6 assuming two priors for 9 namely, quasi-prior and conjugate prior, and considering two types of loss functions. The loss functions used are squared error and LINEX error loss functions. Comparison between the estimators was carried through computation of their Bayes risks.