Statistical Analysis of a Lifetime Distribution with a Bathtub-Shaped Failure Rate Function under Adaptive Progressive Type-II Censoring

In this paper, the estimation problem of two parameters of a lifetime distribution with a bathtub-shaped failure rate function based on adaptive progressive type-II censored data is discussed. This censoring scheme allows the experiment to be more efficient in the use of time and cost while ensuring the statistical inference efficiency based on the experimental results. Maximum likelihood estimators are proposed and the approximate confidence intervals for two parameters are computed using the asymptotic normality. Lindley approximation and Gibbs sampling are used to obtain Bayes point estimates and the latter is also used to generate Bayes two-sided credible intervals. Finally, the performance of various estimation methods is evaluated through simulation experiments, and the proposed estimation method is illustrated through the analysis of a real data set.