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

Year 2017, Volume: 30 Issue: 3, 1 - 17, 20.09.2017

Fatma Gül Akgül Birdal Şenoğlu

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

• 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.
• 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.