Bayesian Insight into a Robust Test for Linear Contrast Based on Asymmetric Censored Samples

✍ Scribed by Dr. N. Balakrishnan; W. Y. Tan

• Publisher: John Wiley and Sons
• Year: 2007
• Tongue: English
• Weight: 621 KB
• Volume: 30
• Category: Article
• ISSN: 0323-3847
• DOI: 10.1002/bimj.4710300503

✦ Synopsis

A rob& test for linear contrast dsbg modified maximum likelihood eetimators baaed on s pmetrically censored samples proposed by TIKu (1973, 19828) is studied in this paper from the Bayesian point of view. The effects of aaymmefrio censoring on this testing procedure is investigated and a good approximation to ita poeterior distribution in this cam is worked out. We also p m n t an example which illustretes the method of obtaining the highest posterior density interval for the linear combination of the unknown location parameters. Key m d s : Linear contrast ; Robustness ; Asymmetric censoring ; Modified maximum likelihood estimators ; Posterior distribution ; Highest posterior density interval ; "ype I1 censoring ; Student's t-distribution ; Timembrtality experiment ; Wo-moment t-approximation.