Bayes sequehmal procedufe for estimation and for detetmination of burn in time in a hazard rate model with an unknown change point parameter
作者:
Benzion Boukai,
期刊:
Sequential Analysis
(Taylor Available online 1987)
卷期:
Volume 6,
issue 1
页码: 37-53
ISSN:0747-4946
年代: 1987
DOI:10.1080/07474948708836115
出版商: Marcel Dekker, Inc.
关键词: Weibull-Exponential distribution;Bayes sequential estimation;Bayesian decision rule;burn in procedure
数据来源: Taylor
摘要:
The hazard rate function of the Weibull Exponential lifetime distribution is decreasing over time up to a change point and remains a constant afterward We derive some of the properties of this lifetime distribution and develop a Bayes sequential procedure for estimating the change point. The problem of determining an appropriate burn in time under a certian loss function is also considered. An adaptive Bayesian decision rule for the termination of the burn in procedure is proposed. Results of numerical simulations are given to demonstrate the proposed procedure.
点击下载:
PDF (1521KB)
返 回