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Statistical Inference for the Chen Distribution Based on Upper Record Values

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Abstract

This article presents the Bayesian and classical inferences for the Chen distribution assuming upper record values. As the posterior distribution is not in a closed form, a Markov Chain Monte Carlo method is presented to obtain the posterior summaries. To assess the effect of prior on the estimated parameters, sensitivity analysis is also a part of this study. Moreover, a comparison between the Bayesian and frequentist approaches is also given. Besides the simulation studies, a real data example to show the application of the study is also discussed.

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Authors and Affiliations

  1. Department of Statistics, Quaid-i-Azam University, Islamabad, 45320, Pakistan

    Farhad Yousaf, Sajid Ali & Ismail Shah

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  1. Farhad Yousaf
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  2. Sajid Ali
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  3. Ismail Shah
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Correspondence to Farhad Yousaf.

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Yousaf, F., Ali, S. & Shah, I. Statistical Inference for the Chen Distribution Based on Upper Record Values. Ann. Data. Sci. 6, 831–851 (2019). https://doi.org/10.1007/s40745-019-00214-7

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  • DOI: https://doi.org/10.1007/s40745-019-00214-7

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