BAYESIAN SEQUENTIAL ESTIMATION OF THE RATIO OF FAILURE RATES OF 2 EXPONENTIAL-DISTRIBUTIONS CENSORED-DATA

被引：0

作者：

TAHIR, M ^{[1
]}

机构：

[1] TEMPLE UNIV,DEPT STAT,PHILADELPHIA,PA 19122

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1991年 / 20卷 / 01期

关键词：

BAYES ESTIMATOR; CENSORED DATA; DYNKINS IDENTITY; EXPONENTIAL DISTRIBUTION; GAMMA PRIOR; MARKOV PROCESS; POSTERIOR EXPECTED LOSS; STOPPING TIME;

D O I：

10.1080/03610929108830483

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：

This paper provides a sequential procedure for estimating the ratio of failure rates of two independent exponential distributions, using censored data. A Bayesian approach is used with gamma priors to construct a stopping time which minimizes the expected total loss plus cost of observing the process. The optimality of the proposed stopping time is established with the aid of Dynkin's identity for Markov processes.

引用

页码：63 / 71

页数：9

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