Bayes estimates under both modified symmetric and asymmetric loss functions are obtained for the reliability function of the extreme value distribution (EV1) using Lindley's approximation procedure. These estimates are compared to each others and to maximum likelihood estimates (MLE) using simulatio
β¦ LIBER β¦
Bayes estimation of the extreme-value reliability function
β Scribed by Lye, L.M.; Hapuarachchi, K.P.; Ryan, S.
- Book ID
- 114555188
- Publisher
- IEEE
- Year
- 1993
- Tongue
- English
- Weight
- 338 KB
- Volume
- 42
- Category
- Article
- ISSN
- 0018-9529
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The paper considers the problem of estimating the dependence function of a bivariate extreme survival function with standard exponential marginals. Nonparametric estimators for the dependence function are proposed and their strong uniform convergence under suitable conditions is demonstrated. Compar