Bayesian and Non-Bayesian Inference for Survival Data Using Generalised Exponential Distribution

Abstract

A two-parameter lifetime distribution was introduced by Kundu and Gupta known as generalised exponential distribution. This distribution has been touted to be an alternative to the well-known 2-parameter Weibull and gamma distributions. We seek to determine the parameters and the survival function of this distribution. The survival function determines the probability that a unit under investigation will survive beyond a certain specified time, say, (). We have employed different data sets to estimate the parameters and see how well the distribution can be used to analyse survival data. A comparison is made about the estimators used in this study. Standard errors of the estimators are determined and used for the comparisons. A simulation study is also carried out, and the mean squared errors and absolute bias are obtained for the purpose of comparison.