BAYESIAN-APPROACH TO LIFE TESTING AND RELIABILITY ESTIMATION USING ASYMMETRIC LOSS FUNCTION

被引：119

作者：

BASU, AP

EBRAHIMI, N

机构：

[1] UNIV MISSOURI,DEPT STAT,COLUMBIA,MO 65211

[2] NO ILLINOIS UNIV,DEPT MATH,DE KALB,IL 60115

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1991年 / 29卷 / 1-2期

关键词：

D O I：

10.1016/0378-3758(92)90118-C

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：

In this paper we derive Bayes estimators of the mean lifetime and the reliability function in the exponential life testing model. The loss functions used are asymmetric to reflect that, in most situations of interest, overestimating is more harmful than underestimating. A number of prior distributions have been considered and Bayesian estimates have been compared with corresponding estimates with squared error loss function.

引用

页码：21 / 31

页数：11

共 8 条

[1]

BHATTACHARYA SK, 1967, J AM STAT ASSOC, V62, P48

[2] A BAYESIAN APPROACH TO RELIABILITY ESTIMATION USING ALOSS FUNCTION [J].