Maximum Likelihood Estimation of Parameters of Lomax Distribution Based on Progressive Type-II Hybrid Censoring Scheme.

Abstract

Lomax distribution is an important lifetime distribution. The process of obtaining estimates

of parameters for di_erent lifetime distributions under various schemes still remains an area

of interest. In Lomax distribution, parameter estimates have been obtained using ordinary

procedures like Newton Raphson when the test units follows a progressive Type-II hybrid

censoring scheme whereby within most cases the obtained values do not converge easily to the

true value. The MLEs are observed to be generally di_cult to obtain in a closed format. As a

result, we recommend to employ EM algorithm procedures in order to attain the MLEs of the

parameters of Lomax distribution build onto progressive Type-II hybrid which amalgamates

Type-II and hybrid censoring schemes. Performance of these obtained MLEs is compared

with those obtained using NR methods and EM algorithm for di_erent censoring schemes

with regard to their mean bias and MSE at _xed parameter values of _ and _. Simulation

studies reveal that the MLEs via EM algorithm performs better than those obtained via NR

method. The results of the obtained estimators are illustrated on real data.

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