Abstract
AbstractCompeting risks model is considered with dependence causes of failure in this paper. When the latent failure times are distributed by a bivariate Gompertz model, statistical inference for the unknown model parameters is studied from classical and Bayesian approaches, respectively. Under a generalized progressive hybrid censoring, maximum likelihood estimators of the unknown parameters together with the associated existence and uniqueness are established, and the approximate confidence intervals are also obtained based on asymptotic likelihood theory via the observed Fisher information matrix. Moreover, Bayes estimates and the highest posterior density credible intervals of the unknown parameters are also provided based on a flexible Gamma–Dirichlet prior, and Monte Carlo sampling method is also derived to compute associated estimates. Finally, simulation studies and a real‐life example are given for illustration purposes.
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