Abstract
In this paper, the definition of probability, conditional probability and likelihood function are generalized to the intuitionistic fuzzy observations. We focus on different estimation approaches of two-parameter Weibull (TW) distribution based on the intuitionistic fuzzy lifetime data including, maximum likelihood (ML) and Bayesian estimation methodology. The ML estimation of the parameters and reliability function of TW distribution is provided using the Newton–Raphson (NR) and Expectation–Maximization (EM) algorithms. The Bayesian estimates are provided via Tierney and Kadane’s approximation. In the Bayesian estimation approach, for the shape and scale parameters, the Gamma and inverse-Gamma priors are considered, respectively. Finally, a simulated data set is analyzed for illustrative purposes to show the applicability of the proposed estimation methods. The Monte Carlo simulations are performed to find the more efficient estimator in the intuitionistic fuzzy environment. The performances of the ML and Bayesian estimates of the parameters and reliability function are compared based on the mean biased (MB) and mean squared errors (MSE) criteria.
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