An Efficient Bayesian Estimation of Ordered Parameters of Two Exponential Distributions

被引：1

作者：

Nagatsuka, Hideki ^{[1
]}

Kamakura, Toshinari ^{[2
]}

Ishioka, Tsunenori ^{[3
]}

机构：

[1] Tokyo Metropolitan Univ, Fac Syst Design, Hino, Tokyo 1910065, Japan

[2] Chuo Univ, Dept Sci & Engn, Tokyo 1128551, Japan

[3] Natl Ctr Univ Entrance Examinat, Div Res, Tokyo 1538501, Japan

来源：

IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES | 2009年 / E92A卷 / 07期

基金：

日本学术振兴会;

关键词：

Bayesian inference; constrained parameters; isotonic regression; maximum likelihood estimation; Akaike's Bayesian information criterion;

D O I：

10.1587/transfun.E92.A.1608

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

The situations where several population parameters need to be estimated simultaneously arise frequently in wide areas of applications, including reliability modeling. survival analysis and biological study. In this paper, we propose Bayesian methods of estimation of the ordered parameters of the two exponential populations, which incorporate the prior information about the simple order restriction, but sometimes breaks the order restriction. A simulation study shows that the proposed estimators are more efficient (in terms of mean square errors) than the isotonic regression of the maximum likelihood estimators with equal weights. An illustrative example is finally presented.

引用

页码：1608 / 1614

页数：7