E-Bayesian Estimations and Its E-MSE For Compound Rayleigh Progressive Type-II Censored Data

Abstract

Over the past decades, various methods to estimate the unknown parameter, the survival function, and the hazard rate of a statistical distribution have been proposed from the availability of type-II censored data. They are all differing in terms of how the progressive type-II censored data of the underlying distribution are available. In this study, we estimate the parameter, the survival function, and the hazard rate of the compound Rayleigh distribution by using the E-Bayesian estimation when the progressive type-II censored data are available. The resulting estimators are evaluated based on the asymmetric general entropy and the symmetric squared error loss functions. In addition, the E-Bayesian estimators under the different loss functions have been compared through a real data analysis and Monte Carlo simulation studies by calculating the E-MSE of the resulting estimators.