Abstract
AbstractGeneralized progressive hybrid censoring plan proposed to overcome the limitation of the progressive hybrid censoring scheme is that it cannot be applied when very few failures may occur before pre‐specified terminal time . In this paper, the estimating problems of the model parameters, reliability and hazard rate functions of Nadarajah‐Haghighi distribution when a sample is available from generalized progressive hybrid censoring have been considered. The maximum likelihood and Bayes estimators have been obtained for any function of the model parameters. Approximate confidence intervals for the unknown parameters and any function of them are constructed. Using independent gamma informative priors, the Bayes estimators of the unknown parameters are derived under the squared‐error loss function. Two approximation techniques, namely: Lindley approximation method and Metropolis Hastings algorithm have been used to carry out the Bayes estimates and also to construct the associate highest posterior density credible intervals. The performance of the proposed methods are evaluated through a Monte Carlo simulation study. To select the optimum censoring scheme among different competing censoring plans, different optimality criteria have been considered. A real‐life dataset, representing the failure times of electronic devices, is analyzed to demonstrate how the applicability of the proposed methodologies in real phenomenon.
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