Maximum Likelihood Estimation of the parameters of Exponentiated Generalized Weibull Distribution based on progressive Type II censored data

Abstract

The Exponentiated Generalized Weibull distribution is a probability distribution which generalizes the Weibull distribution, introducing two more shapes parameters to best adjust the non-monotonic failure rate. The distribution was derived by Oguntunde et al. in 2015 based on Codeiro et al.’s paper on the exponentiated generalized class of distribution. The parameters of the new probability distribution function are estimated by the maximum likelihood method under progressive type II censored data via Expectation Maximization (EM) algorithm. The performance of estimators are investigated using the Root Mean Square Error RMSE based on simulation for various degrees of censoring and sample sizes. Application to real data is included. It is observed that RMSE decreases with increasing sample size, and also with decreasing censored sample size.