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

Authors : Fatma Gül AKGÜL, Birdal ŞENOĞLU

Pages : 1-17

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Publication Date : 2017-09-20

Article Type : Research Paper

Abstract :In this paper, the location and the scale parameters of the Jones and Faddy’s skewed t  insert ignore into journalissuearticles values(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 μ  and σ  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