Inference for the Jones and Faddy’s Skewed t-Distribution based on Progressively Type-II Censored Samples

Abstract

In this paper, the location and the scale parameters of the Jones and Faddy’s skewed  (JFST) distribution are estimated based on progressively Type-II censored samples. We obtain maximum likelihood and modified maximum likelihood estimators of the unknown parameters. Then, the confidence intervals for the estimators of  and  are obtained. The performances of proposed point estimators of unknown parameters and average lengths of the corresponding confidence intervals are compared via Monte-Carlo simulation study for different sample sizes and censoring schemes. At the end of the study, a real life data is analyzed to present the methodologies given here.   

Keywords

• JFST distribution,progressive censoring,modified maximum likelihood,efficiency,coverage probability

References

1. S. Acitas, P. Kasap, B. Senoglu and O. Arslan, Comparing the efficiencies and the convergence rates of the M-estimator of location parameter for different initial values: LTS distribution. International 7th Statistical Congress, Antalya, Turkey, 2011.
2. S. Acitas, P. Kasap, B. Senoglu and O. Arslan, One-Step M-estimators: Jones and Faddy’s skewed t-distribution, J. Appl. Stat. 40(7) (2013) 1545-1560.