Parameter estimation of Chen distribution under improved adaptive type-II progressive censoring

This study focuses on the estimation of the two unknown parameters of Chen distribution, characterized by a bathtub-shaped hazard rate function, within an improved adaptive type-II progressive censored data framework. Maximum likelihood estimation is proposed for the two parameters, and the establishment of approximate confidence intervals is based on asymptotic normality. Bayesian estimation is also conducted under both symmetric and asymmetric loss functions, utilizing the proposed importance sampling and Metropolis–Hastings algorithm. Lastly, the performance of various estimation methods is evaluated through Monte Carlo simulation experiments, and the proposed estimation approach is illustrated using a real dataset.