| 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 |
| . |
| Category:
|
math |
| . |
| 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 |
| . |
| Date available:
|
2009-09-24T20:21:02Z |
| Last updated:
|
2013-09-21 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135753 |
| . |
| Reference:
|
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| Reference:
|
[2] Franz J.: On Estimation Problems in Random Censored Repair Models.Econom. Quality Control 9 (1994), No. 3, 125–142 Zbl 0813.62086 |
| Reference:
|
[4] Friesl M.: Weak asymptotics of the Bayes estimator of the reliability function in the Koziol–Green model.Statist. Decisions 19 (2001), 1, 83–87 Zbl 0971.62009, MR 1817223 |
| Reference:
|
[5] Herbst T.: Test of fit with the Koziol–Green model for random censorship.Statist. Decisions 10 (1992), 163–171 Zbl 0746.62018, MR 1165711 |
| Reference:
|
[6] Hurt J.: Comparison of some reliability estimators in the exponential case under random censorship.In: Proc. 5th Pannonian Symp. on Math. Statist. (W. Grossmann, J. Mogyoródí, and W. Wertz, eds.), Visegrád 1985, pp. 255–266 MR 0956703 |
| Reference:
|
[7] Hurt J.: Asymptotic expansions for moments of functions of stochastic processes and their Applications.Statist. Decisions 4 (1992), 251–271 MR 0848330 |
| Reference:
|
[8] Hurt J.: On Statistical Methods for Survival Data Analysis.In: Proc. Summer School ROBUST’92 (J. Antoch and G. Dohnal, eds.), Union of the Czech Mathematicians and Physicists, Prague 1992, pp. 54–74 |
| Reference:
|
[9] Koziol J. A., Green S. B.: A Cramér–von Mises statistic for randomly censored data.Biometrika 63 (1976), 465–474 Zbl 0344.62018, MR 0448695 |
| Reference:
|
[10] Liang T.: Empirical Bayes estimation with random right censoring.Internat. J. Inform. Manag. Sci. 15 (2004), 4, 1–12 Zbl 1069.62007, MR 2111199 |
| Reference:
|
[11] Martz H. F., Waller R. A.: Bayesian Reliability Analysis.Wiley, New York 1982 Zbl 0763.62053, MR 0670595 |
| Reference:
|
[12] Raqab M. Z., Madi M. T.: Bayesian inference for the generalized exponential distribution.J. Statist. Comput. Simulation 75 (2005), 10, 841–852 Zbl 1167.62386, MR 2191325, 10.1080/00949650412331299166 |
| 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 |
| . |
