Estimation of parameters for exponentiated-Weibull family under type-II censoring scheme

Bayes and classical estimators have been obtained for two-parameter exponentiated-Weibull distribution when sample is available from type-II censoring scheme. Bayes estimators have been developed under squared error loss function as well as under LINEX loss function using non-informative type of priors for the parameters. Besides, the generalized maximum likelihood estimators and the usual maximum likelihood estimators have also been attempted. It has been seen that the estimators obtained are not available in nice closed forms, although they can be easily evaluated for the given sample by using suitable numerical methods. The performance of the proposed estimators have been compared on the basis of their simulated risks (average loss over the sample space) obtained under squared error as well as under LINEX loss functions. c © 2004 Elsevier B.V. All rights reserved.