ON TRUNCATED GENERALIZED CAUCHY DISTRIBUTION

by Saieed F. Ateya and Essam K. AL-Hussaini.

Abstract: In this paper, we propose a truncated version of generalized Cauchy distribution suggested by Rider(1957) in a special setting. One possible use for the proposed model is in life-testing where the domain of definition is not only non-negative but also guarantees no failure before a given time (truncated parameter). The parameters, reliability and failure rate functions are estimated using the maximum likelihood and Bayes methods. The Bayes estimates are obtained under the squared-error and liner exponential (LINEX) loss functions. The computations have been carried out using the Markov Chain Monte Carlo (MCMC) algorithm.

Key Words: Guarantee time, maximum likelihood and Bayes estimation, MCMC algorithm, squared error and LINEX loss functions

Authors:
Saieed F. Ateya, said_f_atya@yahoo.com
Essam K. AL-Hussaini, ekalh2001@yahoo.com

Editor: Abd-Elfattah, A. M., a_afattah@hotmail.com

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