Estimation of the inverse Weibull parameters under adaptive type-II progressive hybrid censoring scheme

This paper describes the frequentist and Bayesian estimation for the scale parameter λ and shape parameter β of the inverse Weibull (IW) distribution based on adaptive type-II progressive hybrid censoring scheme (AT-II PHCS). We discuss the maximum likelihood estimators (MLEs) and the approximate MLEs, where the MLEs cannot be obtained in closed forms. The Bayes estimates for the IW parameters are obtained based on squared error (SE) loss function by using the approximation form of Lindley (1980). The optimal censoring scheme has been suggested using two different optimality criteria. A real life data set is used for illustration purpose. Finally, the different proposed estimators have been compared through an extensive simulation studies.