Bayesian Inference in Dependent Right Censoring

被引：9
|
作者：
Davarzani, Nasser [2 ]
Parsian, Ahmad [1 ]
机构：
[1] Univ Tehran, Sch Math Stat & Comp Sci, Tehran, Iran
[2] Payammenoor Univ, Dept Stat, Tehran, Iran
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2010年 / 39卷 / 07期
关键词：
Bayes estimation; Dependent right censoring; Lifetime data; Marshall-Olkin bivariate exponential distribution; Posterior regret Gamma minimax estimation; Robust Bayes;
D O I：
10.1080/03610920902878839
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 article, we consider dependent right censoring when the lifetime and censoring variables have a Marshall-Olkin bivariate exponential distribution and obtain MLEs, MMEs and UMVUEs of the unknown parameters. The Bayes estimators as well as the Posterior Regret Gamma Minimax (PRGM) estimators of the parameters of interest under the SEL function are also obtained and a Monte Carlo simulation study is carried out to compare these estimators.
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页码：1270 / 1288
页数：19
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