Bayes estimation of P(X(2)<X(1)) for a bivariate Pareto distribution

被引：5
|
作者：
Jeevanand, ES [1 ]
机构：
[1] COCHIN UNIV SCI & TECHNOL, COCHIN, KERALA, INDIA
来源：
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN | 1997年 / 46卷 / 01期
关键词：
Bayes estimates; bivariate Pareto distribution; robustness; stress-strength model;
D O I：
10.1111/1467-9884.00062
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：
In this paper we derive the Bayes estimate of P(X(2) <X(1)) in the bivariate Pareto distribution specified by P(X(1)>x(1),X(2)>x(2))=(x(1)/beta)(-lambda 1)(x(2)/beta)(-lambda 2)max(x(1)/beta,x(2)/beta)(-lambda 0) it is demonstrated that the estimate is robust with respect to the prior.
引用
收藏
页码：93 / 99
页数：7
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