Parameter estimation of Burr distribution for right censored data with Bayes method

L. H. Briliano, S. Abdullah, I. Fithriani

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Burr Type XII distribution is known as Burr distribution, is one of the twelve types continuous distribution on Burr system. Burr distribution is heavy-tailed and right-skewed. Burr distribution has an important role in survival analysis. This study will describe parameter estimation of Burr distribution for right censored data using Bayes method. Procedure for estimating parameter consists of three main steps: specifying the prior distribution, constructing likelihood function for right censored data and determining the posterior distribution. Bayes estimator is obtained by minimizing posterior risk function based on loss function, using Square Error Loss Function (SELF) and Precautionary Loss Function (PLF). After Bayes estimator is obtained, simulation will be done to compare the effectiveness of Bayes estimator with both loss function according to Mean Square Error (MSE). What is meant by effective estimator is that it has relatively small MSE. Furthermore, this study also elaborated the effect of the proportion of censored data to the MSE. Based on simulation results, Bayes estimator with PLF is more effective than SELF and higher proportion of censored data produced greater MSE, regardless of the loss function.

Original languageEnglish
Title of host publicationProceedings of the 5th International Symposium on Current Progress in Mathematics and Sciences, ISCPMS 2019
EditorsTerry Mart, Djoko Triyono, Tribidasari Anggraningrum Ivandini
PublisherAmerican Institute of Physics Inc.
ISBN (Electronic)9780735420014
DOIs
Publication statusPublished - 1 Jun 2020
Event5th International Symposium on Current Progress in Mathematics and Sciences, ISCPMS 2019 - Depok, Indonesia
Duration: 9 Jul 201910 Jul 2019

Publication series

NameAIP Conference Proceedings
Volume2242
ISSN (Print)0094-243X
ISSN (Electronic)1551-7616

Conference

Conference5th International Symposium on Current Progress in Mathematics and Sciences, ISCPMS 2019
CountryIndonesia
CityDepok
Period9/07/1910/07/19

Keywords

  • Effective estimator
  • loss function
  • posterior risk function
  • precautionary loss function
  • right censoring
  • square error loss function

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