Bayesian estimation of P (Y < X) from Burr-type X model containing spurious observations

被引:14
作者
Kim, Chansoo [1 ]
Chung, Younshik
机构
[1] Kongju Natl Univ, Dept Appl Math, Kong Ju 314701, South Korea
[2] Pusan Natl Univ, Dept Stat, Pusan 609735, South Korea
关键词
Bayes estimation; Burr-type X model; spurious observation; stress-strength model;
D O I
10.1007/s00362-006-0310-2
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
We consider the problem of estimating R = P(Y < X) when X and Y are independent Burr-type X random variables. We assume that the sample from each population contains one spurious observation. Bayes estimates axe derived for exchangeable and identifiable cases. Monte Carlo simulation is carried out to compare the bias and the expected loss of R.
引用
收藏
页码:643 / 651
页数:9
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