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Research articles

ScienceAsia 39S (2013): 75-79 |doi: 10.2306/scienceasia1513-1874.2013.39S.075


Generalized Bayesian non-informative prior estimation of Weibull parameter with interval censoring


Chris Bambey Guurea,b,*, Noor Akma Ibrahimb,c

 
ABSTRACT:     Interval-censored data consist of adjacent inspection times that surround an unknown failure time. We seek to determine the best estimator for the Weibull scale parameter using interval-censored survival data. Consideration is given to the classical maximum likelihood and Bayesian estimation under squared error loss with interval censoring using non-informative prior and a proposed generalization of non-informative prior. The study is based on simulation and comparisons are made using mean squared error and absolute bias. We find that the proposed generalized non-informative prior is the preferred estimator of the scale parameter.

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a Department of Biostatistics, School of Public Health, University of Ghana, Accra, Ghana
b Institute for Mathematical Research, Universiti Putra Malaysia, 43400 Selangor, Malaysia
c Department of Mathematics, Faculty of Science, Universiti Putra Malaysia, 43400 Selangor, Malaysia

* Corresponding author, E-mail: chris@chrisguure.com

Received 7 Jan 2013, Accepted 5 Apr 2013