Journal Published Online: 06 August 2014
Volume 43, Issue 4

Bayesian Estimation of Pareto Distribution Under Failure-Censored Step-Stress Life Test Model



In this paper, both maximum likelihood and Bayesian estimators for a partially accelerated step-stress life test model are considered using type II censored data from Pareto distribution of the second kind. The posterior means and posterior variances are obtained under the squared error (SE) loss function using Lindley's approximation procedure. The maximum likelihood estimators and analogous Bayes estimators are compared in terms of their mean-square errors based on simulated samples from Pareto distribution.

Author Information

Ismail, Ali
King Saud University, College of Science, Dept. of Statistics and Operations Research, Riyadh, SA Cairo University, Giza, EG
Pages: 9
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Stock #: JTE20140023
ISSN: 0090-3973
DOI: 10.1520/JTE20140023