In this paper, expected Bayesian (E‐Bayesian) estimation for the simple step–stress model based on type‐II censoring scheme is considered. The case of exponential distribution for the underlying lifetimes is considered assuming a cumulative exposure model. The E‐Bayesian estimation is discussed by considering three different prior distributions for the hyperparameters. The E‐Bayesian estimators as well as the corresponding E‐posterior risks are obtained by using squared error and linear‐exponential (LINEX) loss functions. Some properties of the E‐Bayesian estimators are also derived. We conduct a simulation study to compare the various estimators and a simulated and real data sets are analyzed to show the applicability of the different estimators. The numerical results show that the E‐Bayesian estimators perform better than the classical and Bayesian estimators.

中文翻译：

---

基于II型删失的指数分布简单阶跃应力模型的E-贝叶斯估计和相关属性

在本文中，考虑了基于II型删失方案的简单阶跃应力模型的预期贝叶斯（E-Bayesian）估计。在假定累积暴露模型的情况下，考虑了基础寿命的指数分布情况。通过考虑超参数的三种不同的先验分布来讨论E-贝叶斯估计。通过使用平方误差和线性指数（LINEX）损失函数，可以获得E-贝叶斯估计量以及相应的E-后验风险。还推导了E-贝叶斯估计量的某些属性。我们进行了仿真研究，以比较各种估计量，并分析了模拟数据集和实际数据集，以显示不同估计量的适用性。