Objective bayesian analysis of the frechet stress-strength model

Kamran Abbas; Yincai Tang

doi:10.1016/j.spl.2013.09.014

Objective bayesian analysis of the frechet stress-strength model

Kamran Abbas, Yincai Tang

School of Statistics

Research output: Contribution to journal › Article › peer-review

20 Scopus citations

Abstract

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.

Original language	English
Pages (from-to)	169-175
Number of pages	7
Journal	Statistics and Probability Letters
Volume	84
Issue number	1
DOIs	https://doi.org/10.1016/j.spl.2013.09.014
State	Published - Jan 2014

Keywords

Bayesian inference
Frechet distribution
Jeffreys prior
Matching priors
Reference priors

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10.1016/j.spl.2013.09.014

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abstract = "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.",

keywords = "Bayesian inference, Frechet distribution, Jeffreys prior, Matching priors, Reference priors",

author = "Kamran Abbas and Yincai Tang",

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AB - 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.

KW - Bayesian inference

KW - Frechet distribution

KW - Jeffreys prior

KW - Matching priors

KW - Reference priors

UR - https://www.scopus.com/pages/publications/84886611173

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DO - 10.1016/j.spl.2013.09.014

M3 - 文章

AN - SCOPUS:84886611173

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SP - 169

EP - 175

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 1

ER -

Objective bayesian analysis of the frechet stress-strength model

Abstract

Keywords

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