Objective Bayesian analysis of the Frechet stress-strength model

被引：12
|
作者：
Abbas, Kamran [1 ,2 ]
Tang, Yincai [1 ]
机构：
[1] E China Normal Univ, Sch Finance & Stat, Shanghai 200241, Peoples R China
[2] Univ Azad Jammu & Kashmir, Dept Stat, Muzaffarabad, Pakistan
来源：
STATISTICS & PROBABILITY LETTERS | 2014年 / 84卷
基金：
中国国家自然科学基金;
关键词：
Frechet distribution; Reference priors; Matching priors; Jeffreys prior; Bayesian inference; INFERENCE; PRIORS;
D O I：
10.1016/j.spl.2013.09.014
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Several reference priors and a general form of matching priors are derived for a stress-strength system, and it is concluded that none of the reference priors is a matching prior. The study shows that the matching prior performs better than Jeffreys prior and reference priors in meeting the target coverage probabilities. (C) 2013 Elsevier B.V. All rights reserved.
引用
收藏
页码：169 / 175
页数：7
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