Bayesian inference for Pr ( Y<X ) in the exponential distribution based on records
Author | Baklizi, Ayman |
Available date | 2021-10-14T06:13:51Z |
Publication Date | 2014-03 |
Publication Name | Applied Mathematical Modelling |
Identifier | http://dx.doi.org/10.1016/j.apm.2013.09.003 |
Abstract | We consider Bayesian estimation of the stress–strength reliability based on record values. The estimators are derived under the squared error loss function in the one parameter as well as two-parameter exponential distributions. The Bayes estimators are derived, in some cases in closed form, and their performance is investigated in terms of their bias and mean squared errors and compared with the maximum likelihood estimators. An illustrative example is given. |
Language | en |
Publisher | Elsevier |
Subject | Bayesian estimation Exponential distribution Markov Chain Monte Carlo methods Record values Stress-strength reliability |
Type | Article |
Pagination | 1698-1709 |
Issue Number | 5-6 |
Volume Number | 38 |
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Mathematics, Statistics & Physics [740 items ]