Journal of Data Science

In this paper, we proposed the Bayesian estimation for the parameter and reliability function of exponentiated gamma distribution under progressive type-II censored samples. The Bayes estimate of the parameter and reliability function are derived under the assumption of independent gamma prior by three different approximation methods namely Lindley’s approximation, Tierney-Kadane and Markov Chain Monte Carlo methods. Further, the comparison of Bayes estimators with corresponding maximum likelihood estimators have been carried out through simulation study. Finally, a real data set has been used to illustrate the above study in realistic phenomenon.