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Title: On Bayesian estimation in an exponential distribution under random censorship (English)
Author: Friesl, Michal
Author: Hurt, Jan
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 43
Issue: 1
Year: 2007
Pages: 45-60
Summary lang: English
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Category: math
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Summary: The paper gives some basic ideas of both the construction and investigation of the properties of the Bayesian estimates of certain parametric functions of the parent exponential distribution under the model of random censorship assuming the Koziol–Green model. Various prior distributions are investigated and the corresponding estimates are derived. The stress is put on the asymptotic properties of the estimates with the particular stress on the Bayesian risk. Small sample properties are studied via simulations in the special case. (English)
Keyword: exponential distribution
Keyword: random censoring
Keyword: survival data analysis
Keyword: reliability
Keyword: Koziol–Green model
Keyword: Bayesian estimates
Keyword: Bayesian risk
Keyword: conjugate priors
Keyword: asymptotic properties
Keyword: small sample properties
Keyword: simulation study
MSC: 62F10
MSC: 62F11
MSC: 62F12
MSC: 62F15
MSC: 62N05
idZBL: Zbl 1252.62017
idMR: MR2343330
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Date available: 2009-09-24T20:21:02Z
Last updated: 2013-09-21
Stable URL: http://hdl.handle.net/10338.dmlcz/135753
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Reference: [13] Sarhan A. M.: Empirical Bayes estimates in exponential reliability model.Appl. Math. Comput. 135 (2003), 2–3, 319–332 Zbl 1016.62118, MR 1937256, 10.1016/S0096-3003(01)00334-4
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