Pivotal Inference for the Inverted Exponentiated Rayleigh Distribution Based on Progressive Type-II Censored Data

Abstract In this article, the pivotal inference is proposed to estimate the two unknown parameters of the inverse exponentiated Rayleigh distribution based on progressive censored data. We derive the point estimator and construct an interval estimator using the pivotal quantity method. To compare the performance of this proposed method and the traditional maximum likelihood estimation method, a simulation study is conducted. The simulation results show that the proposed method performs better in terms of bias and mean squared error. Finally, a real dataset is used to illustrate the proposed approaches.