Based on progressive Type II censored samples, we have derived the maximum likelihood and Bayes estimators for the two shape parameters and the reliability function of the exponentiated Weibull lifetime model. We obtained Bayes estimators using both the symmetric and asymmetric loss functions via squared error loss and linex loss functions. This was done with respect to the conjugate priors for two shape parameters. We used an approximation based on the Lindley (Trabajos de Stadistca 21, 223–237, 1980) method for obtaining Bayes estimates under these loss functions. We made comparisons between these estimators and the maximum likelihood estimators using a Monte Carlo simulation study.
Bayesian estimation Exponentiated Weibull distribution Linex loss function Lindley approximation Maximum likelihood estimator Progressive Type II censoring Squared error loss function
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