ESTIMATIONS FOR PROPORTIONAL REVERSED HAZARD RATE MODEL DISTRIBUTIONS BASED ON UPPER RECORD VALUES AND INTER-RECORD TIMES

Abstract

The distributions from proportional reversed hazard rate models have been extensively studiedin literature because of their wide applicability in the modelling and analysis of lifetime data. Moreover,record values and their properties have also been examined by many authors. In this study, we consider thedistributions from the two-parameter proportional reversed hazard rate models. The maximum likelihoodand Bayes estimates are obtained for the unknown parameters based on upper record values with the numberof trials following the record values (inter-record times). These estimates are compared in terms of theestimated risk by the Monte Carlo simulations for the generalized Rayleigh (Burr Type X) distribution

Keywords

• Bayes estimation, Inter-record times, PRHR model, Record values

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