LAUSR

A new weighted Nadarajah–Haghighi (WNH) distribution, as an alternative competitor model to gamma, standard half-logistic, generalized-exponential, Weibull, and other distributions, is considered. This paper explores both maximum likelihood and Bayesian estimation approaches for estimating the parameters, reliability, and hazard rate functions of the WNH distribution when the sample type is Type-II progressive censored order statistics. In the classical interval setup, both asymptotic and bootstrap intervals of each unknown parameter are constructed. Using independent gamma priors and symmetric squared-error loss, the Bayes estimators cannot be obtained theoretically. Thus, two approximation techniques, namely: Lindley and Markov-Chain Monte Carlo (MCMC) methods, are used. From MCMC variates, the Bayes credible and highest posterior density intervals of all unknown parameters are also created. Extensive Monte Carlo simulations are implemented to compare the performance of the proposed methodologies. Numerical evaluations showed that the estimates developed by the MCMC sampler performed better than the Lindley estimates, and both behaved significantly better than the frequentist estimates. To choose the optimal censoring scheme, several optimality criteria are considered. Three engineering applications, including vehicle fatalities, electronic devices, and electronic components data sets, are provided. These applications demonstrated how the proposed methodologies could be applied in real practice and showed that the proposed model provides a satisfactory fit compared to three new weighted models, namely: weighted exponential, weighted Gompertz, and new weighted Lindley distributions.