1. Introduction
Today, reliability technology plays a very important role, because it measures the ability of a system to successfully perform its intended function under predetermined conditions for a specified period. In this framework, several studies on system reliability have been conducted (among others, see Chen et al. [
1], Xu et al. [
2], Hu and Chen [
3], and Luo et al. [
4]). Progressive Type-II censoring (PCS-T2) has been discussed quite extensively in the literature as a highly flexible censoring scheme (for details, see Balakrishnan and Cramer [
5]). At time
,
n independent units are placed in a test in which the number of failures to be observed
r and the progressive censoring
, where
, are determined. At the time of the first failure observed (say
),
of the remaining surviving units
are randomly selected and removed from the test. Similarly, at the time of the second failure (say
),
of
are randomly selected and removed from the test, and so on. At the time of the
rth failure (say
), all remaining survival units
are withdrawn from the test. However, when the experimental units are highly reliable, PCS-T2 may take a longer time to continue, and this is the main drawback of this censoring scheme. To overcome this drawback, Kundu and Joarder [
6] proposed the progressive Type-I hybrid censoring scheme (PHCS-T1), which is a mixture of PCS-T2 and classical Type-I censoring.
Under PHCS-T1, the experimental time cannot exceed
T. In addition, the disadvantage of PHCS-T1 is that there may be very few failures that occur before time
T, and thus the maximum likelihood estimators (MLEs) may not always exist. Therefore, to handle this problem, Childs et al. [
7] proposed the progressive Type-II hybrid censoring scheme (PHCS-T2). Under PHCS-T2, the experiment stops at
. Although PHCS-T2 guarantees a specified number of failures, it might take a long time to observe
r failures. Therefore, Lee et al. [
8] introduced the generalized progressive Type-II hybrid censoring scheme (GPHCS-T2). Suppose the integer
r and the two thresholds
are pre-assigned such that
and
. Let
and
denote the number of failures up to times
and
, respectively. At
,
of
are withdrawn from the test at random. Following
,
of
are withdrawn, and so on. According to the termination time
, all remaining units are removed, and the experiment is stopped. It is useful to note that GPHCS-T2 modifies PHCS-T2 by guaranteeing that the test is completed at a predetermined time
. Therefore,
represents the absolute longest that the researcher is willing to allow the experiment to continue. The schematic diagram shown in
Figure 1 represents that if
, then we continue to observe failures, but without any further withdrawals up to time
(Case-I) (i.e.,
); if
, we terminate the test at
(Case-II); otherwise, we terminate the test at time
(Case-III). Thus, an experimenter will observe one of the following three data forms:
Assume that
denotes the corresponding lifetimes from a distribution with a cumulative distribution function (CDF)
and probability density function (PDF)
. Thus, the combined likelihood function of GPHCS-T2 can be expressed as
where
,
refer to Case-I, II, and III, respectively, and
is a composite form of the reliability functions. The GPHCS-T2 notations from Equation (
1) are listed in
Table 1. Additionally, from Equation (
1), different censoring plans can be obtained as special cases:
PHCS-T1 by setting ;
PHCS-T2 by setting ;
Hybrid Type-I censoring by setting , ;
Hybrid Type-II censoring by setting , ;
Type-I censoring by setting , , ;
Type-II censoring by setting , , .
Various studies based on GPHCS-T2 have also been conducted. For example, Ashour and Elshahhat [
9] obtained the maximum likelihood and Bayes estimators of the Weibull parameters. Ateya and Mohammed [
10] discussed the prediction problem of future failure times from the Burr-XII distribution. Seo [
11] proposed an objective Bayesian analysis with partial information for the Weibull distribution. Cho and Lee [
12] studied the competing risks from exponential data, and recently, Nagy et al. [
13] investigated both the point and interval estimates of the Burr-XII parameters.
Nadarajah and Haghighi [
14] introduced a generalization form of the exponential distribution called the Nadarajah–Haghighi (NH) distribution. Its density allows decreasing and unimodal shapes while the hazard rate exhibits increasing, decreasing, and constant shapes. Moreover, its density, survival, and hazard rate functions has two parameters, as in the Weibull, gamma and generalized exponential lifetime models. They also showed that the NH model can be interpreted as a truncated Weibull distribution. A new two-parameter inverse distribution, called the inverted Nadarajah–Haghighi (INH) distribution, for data modeling with decreasing and upside-down bathtub-shaped hazard rates as well as a decreasing and unimodal (right-skewed) density was introduced by Tahir et al. [
15]. A lifetime random variable
X is said to have INH distribution, where
, and its PDF (
), CDF (
), reliability function (RF),
, and hazard function (HF),
at a mission time
t are given, respectively, by
and
where
and
are the shape and scale parameters, respectively. By setting
in Equation (
2), the inverted exponential distribution is introduced as a special case. Tahir et al. [
15] showed that the proposed distribution is highly flexible for modeling real data sets that exhibit decreasing and upside-down bathtub hazard shapes. Recently, from the times until breakdown of an insulating fluid between 19 electrodes recorded at 34 kV, Elshahhat and Rastogi [
16] showed that the INH distribution is the best compared with other 10 inverted models in the literature.
To the best of our knowledge, we have not come across any work related to estimation of the model parameters or survival characteristics of the new INH lifetime model in the presence of data obtained from the generalized Type-II progressive hybrid censoring plan. Therefore, to close this gap, our objectives in this study are the following. First, we derive the likelihood inference for the unknown INH parameters
and
or any function of them, such as
or
. From the squared error (SE) loss, the second objective is to develop the Bayes estimates for the same unknown parameters by utilizing independent gamma priors. In addition, based on the proposed estimation methods, the approximate confidence intervals (ACIs) and highest posterior density (HPD) interval estimators for the unknown parameters of the INH distribution, are found. Since the theoretical results of
and
obtained by the proposed estimation methods cannot be expressed in closed form, in the
programming language, the ‘maxLik’ (proposed by Henningsen and Toomet [
17]) and ‘coda’ (proposed by Plummer et al. [
18]) packages are used to calculate the acquired estimates. Using five optimality criteria, the third objective is to obtain the best progressive censoring plan. Using various combinations of the total sample size, effective sample size, threshold times, and progressive censoring, the efficiencies of the various estimators are compared via a Monte Carlo simulation. The estimators, thus obtained, are compared on the basis of their simulated root mean squared errors (RMSEs), mean relative absolute biases (MRABs), and average confidence lengths (ACLs). In addition, two different real data sets coming from the engineering and clinical fields are examined to see how the proposed methods can perform in practice and adopt the optimal censoring plan.
The rest of the paper is organized as follows. The maximum likelihoods and Bayes inferences of the unknown parameters and reliability characteristics are discussed in
Section 2 and
Section 3, respectively. The asymptotic and credible intervals are constructed in
Section 4. The Monte Carlo simulation results are reported in
Section 5. The optimal progressive censoring plans are discussed in
Section 6. Two real-life data analyses are investigated in
Section 7. Finally, we conclude the paper in
Section 8.
3. Bayes Estimators
In this section, based on the SE loss function, the Bayes estimators and associated HPD intervals of
,
,
, and
are developed. To establish this purpose, both INH parameters,
and
, are assumed to be independently distributed as gamma priors such as
and
, respectively. Several reasons to consider gamma priors are that: (1) they provide various shapes based on parameter values, (2) they are flexible in nature, and (3) they are fairly straightforward, concise, and may not lead to a result with a complex estimation issue. Then, the joint prior density of
and
is
where
and
for
are assumed to be known. By combining Equations (6) and (10), the joint posterior PDF of
and
becomes
where
C is the normalizing constant. Subsequently, the Bayes estimate
of any function of
and
, such as
, under SE loss is the posterior expectation of Equation (
11), which is given by
It is clear that from Equation (
11), the marginal PDFs of
and
cannot be obtained in explicit expression. For this purpose, we propose using Bayes Monte Carlo Markov chain (MCMC) techniques to generate samples from Equation (
11) in order to compute the acquired Bayes estimates and to construct their HPD intervals.
To run the MCMC sampler, from Equation (
11), the full conditional PDFs of
and
are given, respectively, as
and
Since the posterior PDFs of
and
in Equations (
12) and (
13), respectively, cannot be reduced analytically to any familiar distribution, the Metropolis–Hastings (M-H) algorithm is considered to solve this problem (for detail, see Gelman et al. [
19] and Lynch [
20]). The sampling process of the M-H algorithm is conducted as follows:
Step 1: Set the initial values and .
Step 2: Set .
Step 3: Generate and from and , respectively.
Step 4: Obtain and .
Step 5: Generate samples and from the uniform distribution.
Step 6: If and , then set and ; otherwise, set and , respectively.
Step 7: Set .
Step 8: Repeat steps 3–7 B times and obtain and for .
Step 9: Compute the RF (Equation (4)) and HF (Equation (5)) using
for a given mission time
, respectively, as
and
To guarantee the convergence of the MCMC sampler and remove the affection of the start values
and
, the first simulated varieties (say
) are discarded as burn-ins. Therefore, the remaining
samples of
,
,
or
(say
) are utilized to compute the Bayesian estimates. However, the Bayes MCMC estimates of
under the SE loss function are given by
5. Monte Carlo Simulation
To examine the performance of the proposed point and interval estimators introduced in the previous sections, an extensive Monte Carlo simulation is conducted. A total of 2000 GPHCS-T2 samples are generated from based on different choices for n (total test units), r (observed failure data), (ideal times), and (censoring plan). At mission time , the actual values of and are 0.765 and 3.13, respectively. To run the experiment according to generalized progressive Type-II hybrid censored sampling from the proposed model, we propose the following algorithm:
Step 1. Set the parameter values of and .
Step 2. Set the specific values of n, r, , , and .
Step 3. Simulate a PCS-T2 sample of size r as follows:
Generate independent observations of a size r as from .
Set .
Set for .
Carry out the PCS-T2 sample of a size r from by inverting Equation (3) (i.e., ).
Step 4. Determine at and at from the PCS-T2 sample.
Step 5. Carry out the GPHCS-T2 sample as follows:
If , then set , terminate the experiment at , and remove the remaining units . This is Case-I, and in this case, replace with those items obtained from a truncated distribution with a size .
If , then terminate the experiment at and remove the remaining units . This is Case-II.
If , then terminate the experiment at and remove the remaining units . This is Case-III.
For the given times
and (0.4, 0.8), various choices of
n and
r are also considered, such as
, and
r is taken as the failure percentage (FP) such that
for each
n. For each given set of
, seven different PCSs
, where
, denoted by
, are considered (see
Table 2). Two different sets of the hyperparameters
are used, namely
(prior A) and
(prior B). The specified values for priors A and B are determined in such a way that the prior average returns to the true value of the target parameter.
For each unknown parameter, via the M-H sampler, 12,000 MCMC variates are generated, and the first 2000 values are eliminated as burn-ins. Hence, using the last 10,000 MCMC samples, the average Bayes estimates and 95% two-sided HPD intervals are computed. To run the MCMC sampler, the initial values of and are taken to be and , respectively.
A comparison between different point estimates is made based on their RMSE and MRAB values. Additionally, the performances of the proposed interval estimates are compared by using their ACLs. For the unknown parameter
,
,
, or
(say
), the average estimates (Av.Es), RMSEs, MRABs and ACLs of
are computed as follows:
and
where
denotes the calculated estimate at the
jth sample of
,
is the number of generated sequence data, and
and
denote the lower and upper bounds, respectively, of the
asymptotic (or credible HPD) interval of
such that
,
,
and
. All numerical computations were performed via the ‘maxLik’ and ‘coda’ packages in
4.0.4 software.
Graphically, utilizing heat-map plots, all simulated values for the RMSEs, MRABs, and ACLs of
,
,
, and
are shown in
Figure 2,
Figure 3,
Figure 4 and
Figure 5, respectively, while all simulation tables are provided as
Supplementary Materials.
For specification, for each plot in
Figure 2,
Figure 3,
Figure 4 and
Figure 5, some notations have been used. For example, based on prior A (PA), for all unknown parameters, the Bayes estimates based on the SE loss function are mentioned as ‘SE-PA’, and their HPD interval estimates are mentioned as ‘HPD-PA’. From
Figure 2,
Figure 3,
Figure 4 and
Figure 5, some general observations can be made:
The Bayesian estimates of all unknown parameters performed better than the frequentist estimates, as expected, in terms of the minimum RMSE, MRAB, and ACL values. This result was due to the fact that the Bayes point (or interval) estimates contained priority information of the model parameters but the others did not.
As n (or FP) increases, the RMSEs, MRABs, and ACLs of all proposed estimates performed satisfactory. Similar performance was also observed when the sum of the removal patterns decreased.
As increased, in most cases, the RMSEs and MRABs of all calculated estimates decreased significantly.
As tended to increase, the ACLs for ACIs of and decreased while the HPD intervals increased. In addition, the ACLs of the ACI and HPD intervals for and narrowed.
Since the variance of prior B was lower than the variance of prior A, the Bayesian results, including the point and interval estimators of , , , and , performed better under prior B than those obtained under prior A in terms of their RMSEs, MRABs, and ACLs.
To sum up, the simulation results recommended that the Bayesian inferential approach via the M-H algorithm was the better than the others for estimating the unknown parameter(s) of life using generalized Type-II progressive hybrid censored data.
6. Optimal PCS-T2 Plans
Mostly in the context of reliability, the experimenter may desire to determine the ‘best’ censoring scheme from a collection of all available censoring schemes in order to provide the most information about the unknown parameters under study. Balakrishnan and Aggarwala [
24] first investigated the problem of choosing the optimal censoring strategy in various scenarios. Many optimality criteria, however, have been proposed, and numerous results on optimal censoring designs have been investigated. The specific values of
n (total test units),
r (effective sample), and
(ideal test thresholds) are chosen in advance based on the availability of the units, experimental facilities, and cost considerations, as well as the optimal censoring design
, where
, can be determined (see Ng et al. [
25]). In the literature, several works have addressed the problem of comparing two (or more) different censoring plans (for example, see Pradhan and Kundu [
26], Elshahhat and Rastogi [
16], Elshahhat and Abu El Azm [
27], and Ashour et al. [
28]). However, to determine an optimum PCS-T2 plan, some commonly-used criteria were considered (see
Table 3).
From
Table 3, it should be noted that the criteria
and
are intended to minimize the determinant and trace of the AVC matrix in Equation (
14), while the criterion
is intended to maximize the main diagonal elements of the observed Fisher’s matrix
at its MLEs
and
. Regarding criteria
and
, Gupta and Kundu [
29] stated that the comparison of two (or more) AVC matrices based on these criteria is not a trivial task because they are not scale-invariant.
Thus, based on criteria
and
, which are scale-invariant, one can determine the optimum censoring scheme of multi-parameter distributions. It is clear that the minimizing the associated variance of the logarithmic
th quantile
, where
, is dependent on the choice of
in
. Additionally, for
, the weight
is a nonnegative function satisfying
. Hence, the logarithmic for
of the INH distribution is
Again, using Equation (
15), the delta method is considered here to approximate the variance estimate of
(say
), as follows:
where
is the gradient of
with respect to
and
. Obviously, from
Table 3, it can be seen that the optimized PCS-T2 plan that provides more information corresponded to the smallest value of
optimality criteria and the highest value of
optimality criteria.