BAYESIAN ESTIMATION OF THE RELIABILITY FUNCTION OF NORMAL DISTRIBUTION BY USING A PREDICTIVE DISTRIBUTION

被引：0

作者：

Alduais, Fuad S. ^{[1
,2
]}

Alashaari, Galal Abdulqader Ahmed ^{[3
,4
]}

机构：

[1] Prince Sattam Bin Abdulaziz Univ, Coll Humanities & Sci Al Aflaj, Math Dept, Al Kharj, Saudi Arabia

[2] Thamar Univ, Adm Sci Coll, Business Adm Dept, Thamar, Yemen

[3] Prince Sattam Bin Abdulaziz Univ, Coll Humanities & Sci Al Kharj, Math Dept, Al Kharj, Saudi Arabia

[4] Sanaa Univ, Coll Commerce & Econ, Dept Stat & Informat, Sanaa, Yemen

来源：

ADVANCES AND APPLICATIONS IN STATISTICS | 2021年 / 70卷 / 02期

关键词：

normal distribution; Bayesian; predictive distribution; UMVUE; reliability;

D O I：

10.17654/AS070020155

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：

Bayes estimates of the reliability function of the normal distribution are obtained using the concept of a predictive distribution and compared with some classical estimators such as uniformly minimum variance unbiased estimator (UMVUEs) and maximum likelihood estimation (MLEs) according to Monte-Carlo simulation study. The performance of these estimators is compared by employing the mean square errors (MSEs). The results show that the performance of the Bayes is the best for estimating reliability function in all cases and all sample sizes n.

引用

页码：155 / 168

页数：14

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