Statistical Inference for the Transformed Rayleigh Lomax Distribution with Progressive Type-II Right Censorship

In this paper, we study the transformed Rayleigh Lomax (Trans-RL) distribution which belongs to a certain family of two parameters lifetime distributions given by Wang et al (2010). Confidence intervals and inverse estimators of the Trans-RL parameters are derived in terms of order statistics. A simulation study is conducted to report the coverage probabilities, the average biases and the average relative mean square errors for the maximum likelihood, L-moments and inverse estimators. We compare the performance of these methods under different schemes of progressively Type-II right censoring. Finally, an illustrative example is provided to demonstrate the proposed methods.

本文针对Wang等（2010）提出的一类双参数寿命分布族中的变换瑞利-洛马克斯（transformed Rayleigh Lomax, Trans-RL）分布展开研究。基于次序统计量，推导得到了Trans-RL分布参数的置信区间与逆估计量。通过模拟实验，给出了极大似然估计、L矩估计及逆估计的覆盖概率、平均偏差与平均相对均方误差。针对不同的逐步II型右删失方案，对比了上述三类估计方法的性能表现。最后，通过一个示例案例验证了所提方法的有效性。