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Comparison of the Bayesian Methods on Interval-Censored Data for Weibull Distribution
Department of Mathematics, Faculty of Arts and Science in Qilwah, Al Baha University, Baha, KSA
- 1 Department of Mathematics, Faculty of Arts and Science in Qilwah, Al Baha University, Baha, KSA
Open Journal of Statistics·Volume 04 (2014)·Pages 570–577·Published 16 September 2014·DOI10.4236/ojs.2014.48053
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Abstract
This study considers the estimation of Maximum Likelihood Estimator and the Bayesian Estimator of the Weibull distribution with interval-censored data. The Bayesian estimation can’t be used to solve the parameters analytically and therefore Markov Chain Monte Carlo is used, where the full conditional distribution for the scale and shape parameters are obtained via Metropolis-Hastings algorithm. Also Lindley’s approximation is used. The two methods are compared to maximum likelihood counterparts and the comparisons are made with respect to the mean square error (MSE) to determine the best for estimating of the scale and shape parameters.
KeywordsWeibull DistributionBayesian MethodInterval CensoredMetropolis-Hastings AlgorithmLindley’s Approximation
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