Reliability Estimation of Scale Parameter in Type II Generalized Half-Logistic Distribution from Doubly Censored Samples Based on Monte Carlo Simulation

Objectives: This article deals with estimation of the reliability function for one-parameter Type II Generalized Half- Logistic distribution (Type II GHLD). Methods: The Maximum likelihood (ML) and Approximate Maximum likelihood (AML) methods provided by Jilani et.al. 1 . Findings: Comparisons between the estimators were made using Monte Carlo Simulation based on statistical indicter bias and mean squared error (MSE). We have generated 3000 random samples of size n=10(5)20 from a standard one-parameter Type II GHLD with = 0.5, 1.5 and 2.0. Each sample is then ordered and from this sample a doubly (including left and right) censored sample is considered, by censoring r smallest observations and s largest observations with all possible choices of r and s corresponding to this resultant sample we compute MLEs (using Newton-Raphson method), the LAMLE and unbiased LAMLE . Finally, the results are explained with tables. Novelty: This study has empirically proves that all the three reliability estimators have the same asymptotic variance. Hence, in this case, any one of the three estimators can be used but preferable estimator based unbiased estimator. Keywords: Maximum likelihood estimation, Approximate Maximum likelihood estimation, Bias, Mean squared error, Variances