Noninformative Priors for Estimating P(X < Y) in Pareto Distributions

• 발행기관: 한국자료분석학회
• 저자명: Hee Jae Kim Sang Gil Kang
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.2 No.1, 81~90쪽, 전체 10쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2000.03.30

영문 초록

In this paper, we develop noninformative priors that are used for estimating the reliability of stress-strength system under the Pareto model. A class of priors is found by matching the coverage probabilities of one-sided Bayesian credible interval with the corresponding frequentist coverage probabilities. It turns out that the reference prior as well as the Jeffreys prior are the second order matching prior. The propriety of posterior under the noninformative priors is proved. The frequentist coverage probabilities are investigated for small samples via simulation study.

목차

1. INTRODUCTION

2. NONINFORMATIVE PRIORS

3. IMPLEMENTATION OF THE BAYESIAN PROCEDURE

4. SMALL SAMPLE SIMULATION STUDY

REFERENCES

키워드

Jeffreys Prior Reference Prior Matching Priors Pareto Stress-Strength Model Frequentist Coverage Probability