1. Introduction
In problems involving the modeling of failure processes and the analysis of experimental data, various statistical distributions are employed. Ghitany et al. [
1] introduced the inverted exponentiated Rayleigh distribution (IER) distribution, a specific member of a larger class of inverse exponentiated distributions. The two-parameter IER(
,
) distribution has the probability density function (PDF)
and the cumulative distribution function (CDF)
where
and
are scale and shape parameters. The failure rate function of this distribution shows nonmonotone behavior for various parameter values. It can be used to simulate the life cycle of mechanical and electrical components, as well as patient treatment patterns. The IER distribution’s failure rate exhibits behavior that is similar to some well-known statistical distributions, including the lognormal, inverse Weibull, and generalized inverted exponential distribution.s As a result, the IER distribution has been applied widely. In this light, IER distribution can be considered as a valuable alternative model to several other well-known lifetime distributions. The reliability,
, and failure rate,
, functions for the IER distribution are given by
PDF (
1), CDF (
2), reliability function (
3), and failure rate function (
4) are plotted in
Figure 1 for different values of
and
. It can be noticed that PDF (
1) and failure rate function (
4) are always nonmonotonic behaviors for various values of
and
. As a result, the IER distribution presents a valuable alternative to several other lifetime distributions, including the Weibull distribution. Its applicability extends across multiple fields, particularly finding effective use in various domains such as electrical and mechanical device experiments, patient treatments, and more.
The IER distribution has received some attention from researchers in recent years, and interesting results have come out of it. For example, Rastogi and Tripathi [
2] have considered parameter, reliability, and hazard estimations for IER distribution based on Type-II progressive censored samples. Kohansal [
3] investigated the estimation of
when
X and
Y come from two independent IER distributions with the same scale parameter but having different shape parameters. Kayal et al. [
4] studied maximum likelihood (ML) and Bayesian estimations of the IER distribution based on a hybrid censoring scheme (HCS). Maurya et al. [
5] considered the problem of prediction and estimation for the IER distribution using progressively first failure censored data. Rao and Mbwambo [
6] described different methods of parametric estimations of IER distribution. The estimation of stress–strength reliability when two independent IER distributions with different shape parameters and a common scale parameter was proposed by Rao et al. [
7]. Gao et al. [
8] considered the pivotal inference methods for estimating the unknown parameters of the IER distribution using progressively censored data. Panahi and Moradi [
9] discussed ML and Bayesian estimations of the IER distribution parameters under adaptive progressively hybrid censored. Fan and Gui [
10] conducted a study on the statistical inference of IER distribution, utilizing joint progressively type-II censoring. More papers have discussed IER distribution, such as [
11,
12].
The HCS was first proposed by Epstein [
13], and it has become very common in life-testing and reliability studies. Live units in HCS can only be eliminated at the end of the experiment. However, it is not unusual in some practical applications to remove live units for experiments at points other than the end termination, which is especially handy when the units being experimented are quite expensive. As a result, Kundu and Joarder [
14] suggested a hybrid censoring scheme called Type-I progressive HCS (Type-I PHCS), which combines elements of progressive Type-II and conventional Type-I schemes. Under Type-I PHCS, life tests terminate either after a predetermined number of failures or when the specified duration of the experiment has elapsed. For further information and recent references on progressive hybrid censoring, please refer to [
15,
16,
17,
18,
19,
20,
21].
Under Type-I PHCS,
n identical units are placed on a life test, and the number of occurred failures,
, is fixed before starting the experiment. Assume that
, is the prescribed censoring scheme (CS) following the assumption
. The pre-chosen time point,
T, is also fixed. When the first failure,
, occurs, the
of the remaining units are eliminated from the experiment at random. In the same way, for the second failure,
of the remaining units are eliminated from the experiment at random, and so on. The Type-I PHCS involves the termination of the life-test at the time
min
. If the
failure occurs before
T, then the experiment is finished at the time point
and all remaining
surviving units are eliminated, see
Figure 2. Otherwise, the experiment finishes at time
T, satisfying
, and all the remaining
surviving units are eliminated, see
Figure 3. Here,
k denotes the number of failures observing up to the time point
T. Two scenarios are summarized in the following two cases:
Case 1: , if .
Case 2: , if .
To the best of our knowledge, the empirical Bayes estimation of IER distribution has not yet been investigated using Type-I PHCS. This essay’s primary goals are dual. Therefore, we suggest developing such an estimation approach to estimate the parameter, reliability, and failure rate functions, under Type-I PHCS. The aim of the current piece of work is to design empirical Bayes estimators with informative prior for the unknown IER’s shape parameter using Type-I PHCS under various loss functions. In addition, the Bayes and empirical estimators are obtained based on two different balanced loss functions, viz., balanced squared error (symmetric) and balanced LINEX (asymmetric) loss functions. To illustrate the theoretical insights presented in this study, a specific real-world example from the field of medicine is employed, utilizing actual data.
The organization of this paper is as follows: the ML estimators (MLEs) of the parameters
,
, and
are derived in
Section 2. Bayes estimators of the parameters
,
, and
under balanced loss function are derived in
Section 3. Estimate of the hyper - parameter in addition to empirical Bayes estimators of the parameters
,
, and
under balanced loss function are given in
Section 4. An application to a real dataset is presented in
Section 5. To investigate the accuracy of the estimation methods, a Monte Carlo simulation followed by a discussion is presented in
Section 6. Finally, the current study is concluded in
Section 7.
2. Maximum Likelihood Estimation
In this section, we obtain MLEs of the unknown parameter
,
, and
at time
x based on Type-I PHCS. The scale parameter,
, is assumed to be known. The joint density function based on Type-I PHCS is as follows:
where
and
represents the count of units that remain in operation until time,
T, before being eliminated, and is given by
By substituting (
1) and (
2) into (
5), the likelihood function of
based on Type-I PHCS can be written as
where
,
to simplify the notation and
By applying the natural logarithm to the likelihood function (
6), we obtain the log-likelihood function as
To obtain the MLE of
, we maximize the expression (
8) with respect to
. Given that
is unimodal (see
Appendix A), we can find the MLE, denoted as
, by differentiating (
8) with respect to
, setting it equal to zero, and solving for
. Thus, the estimator for
is obtained as follows:
where
is given by (
7). The corresponding MLEs of
and
at time
can be computed from the following
3. Bayes Estimation
In this section, we show how to obtain the Bayes estimator of the unknown parameter
,
, and
. We explore Bayesian estimation techniques assuming an exponential prior distribution for the random variable
(with realizations
). This prior distribution can be represented as follows:
Berger [
22] employs Bayesian theory extensively. It should be noted that the exponential family prior has additionally been applied by Wang et al. [
23], Zimmer et al. [
24], Nassar and Eissa [
25], and Kim et al. [
26] because it is flexible and simple enough to cover a wide range of the experimenter’s prior beliefs.
Using likelihood function (
6) and prior density (
12), we can express the posterior density of
as follows:
where
In Bayesian analysis, the choice of the loss function is essential. For a thorough comparison of Bayes estimates, two different types of loss functions—namely, the squared error (SE) and LINEX loss functions—are considered. The squared error and LINEX loss functions for the model parameter
are defined as:
where the magnitude of
c indicates the degree of asymmetry. For
, the LINEX loss function around 0 is quite asymmetric, with overestimation being more serious than underestimation. For
, the opposite is true. If
c is close to zero, the estimates obtained by LINEX loss function are nearly identical to the estimates obtained by SE loss function. As a result, LINEX loss function is more applicable in lifetime modeling; for example, an overestimation of the survival function and failure rate function is usually more serious than an underestimation; for more details, see [
27,
28].
It is well known that the Bayes estimate of a function of the model parameter
based on squared error (SE) and LINEX loss functions are given by
In the Bayesian approach, a loss function must be specified in order to choose a single value that represents the best estimate of an unknown parameter. To describe different types of loss structures, a wide range of loss functions have been developed in the literature. This study suggests using a balanced loss function, which was first introduced by Zellner [
29]. This function generates a balance between classical and Bayesian approaches. Ahmadi et al. [
30] and Jafari et al. [
31] recommended using the alleged balanced loss function, which has the following form:
where
represents an arbitrary loss function,
is a selected estimate of
, and the weight
. If we choose
, the balanced loss function can be simplified to the balanced squared error (BSE) loss function, given by:
The Bayes estimator of the function
H can be determined as follows:
where
represents the maximum likelihood estimate (MLE) of
H. Additionally, if we select
, we obtain the balanced LINEX (BLINEX) loss function, given by:
In this particular case, the Bayes estimator can be represented in the following manner:
where
denotes the shape parameter of the BLINEX loss function. For further papers discussing the balanced loss function, see [
32,
33,
34,
35].
The Bayes estimators of the unknown parameter
,
, and
at time
x under BSE loss function are given by
The Bayes estimators of the unknown parameter
,
, and
under BLINEX loss function are
4. Empirical Bayes Estimation
Previous studies conducted by Yan and Gendai [
36] and Shi et al. [
37] employed the MLE method to estimate the hyper-parameter of the prior distribution. This estimation was utilized to analyze the Bayesian reliability quantitative indexes of the cold standby system, for more details see [
38]. In (
14) and (
17), the hyper-parameter
a is an unknown constant, which renders direct utilization of
impossible. Consequently, we employ the MLE technique to estimate the value of
a.
By utilizing (
1) and (
12), we compute the marginal PDF and CDF for
x, represented by the density function:
Therefore, we can represent (
6) as follows:
Substituting (
20) and (
21) into (
22), we obtain
We can express the log-likelihood function as follows:
The derivative of (
24) with respect to
a is given as follows:
It is evident that solving (
25), after equating it to zero, explicitly is not feasible, necessitating the application of a suitable numerical method to obtain the estimate
.
The empirical Bayesian estimator of parameter
based on BSE loss function is given by
where
a is replaced by
in (14). Substituting
in (15) and (16), the empirical Bayes estimator of
and
are given, respectively, by
Similarly, the empirical Bayesian estimators of the parameters
,
, and
based on BLINEX loss function are given, respectively, by
5. Application of IER Distribution to Real Data
Here, we illustrate the theoretical results obtained in the above sections using a real dataset from the medicine field. The dataset consists of the recorded relief times for a group of 20 patients who were administered an analgesic. It is taken from Gross and Clark [
39] as follows: 1.1, 1.4, 1.3, 1.7, 1.9, 1.8, 1.6, 2.2, 1.7, 2.7, 4.1, 1.8, 1.5, 1.2, 1.4, 3.0, 1.7, 2.3, 1.6, 2.0.
To determine if the IER distribution with CDF (
2) is suitable for fitting the given data, we perform a Kolmogorov–Smirnov (K–S) test and calculate its associated
p-value. The estimates for the shape and scale parameters
and
, are obtained by maximizing the likelihood function of
and
based on the data and CDF (
2). The K–S test statistic is found to be 0.09547, with a corresponding
p-value of 0.9932. The provided real dataset appears to be well-matched by the IER distribution with CDF (
2), as evidenced by the calculated
p-value exceeding 0.050. This is also supported by
Figure 4, which displays the histogram and empirical CDF of the dataset, as well as the PDF (
1) and CDF (
2). These plots visually demonstrate a good agreement between the empirical data and the fitted IER distribution. The prior parameter value has been determined to be
to produce population parameter value
using (
12).
Type-I PHCS is applied to the above real dataset to obtain samples subjecting to Type-I PHCS. The Type-I PHCS is considered with
, and three various CSs presented in
Table 1. Based on the samples presented in
Table 2, the MLEs, Bayes, and empirical Bayes estimates based on BSE and BLINEX (with
and
) loss functions of
,
, and
(at
) are calculated and presented in
Table 3 and
Table 4.
The above tables are a comprehensive snapshot of the , , and (at ) estimates under various CSs, providing insights into the performance of different estimation approaches. The results demonstrate the applicability and effectiveness of the proposed methodology, allowing for a thorough understanding of the IER distribution within the context of progressive hybrid CSs.
From
Table 3 and
Table 4, we can see that the Bayes and empirical Bayes estimates under BSE and BLINEX (with
) are very close to the MLEs.