Bayesian Reliability Estimation of a Two-parameter Cauchy Distribution
β Scribed by Dr. H. A. Howlader; G. Weiss
- Publisher
- John Wiley and Sons
- Year
- 2007
- Tongue
- English
- Weight
- 379 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0323-3847
No coin nor oath required. For personal study only.
β¦ Synopsis
This paper givea 811 approximate Bay-procedure for the estimation of the reliability function of a two-parameter Cauchy distribution using Jeffreys' non-informative prior with a squared-error loss function, and with a log-odds ratio equared-error loss function. Bawd on a Monte Carlo simulation study, two such Bayes estimators of the reliability are compared with the maximum likelihood estimator.
π SIMILAR VOLUMES
## Abstract This note considers the optimal and suboptimal sequential and fixed sample size estimation of the unknown binomial parameter, __p__, for a beta prior distribution for __p__ and under quadratic loss and constant observation cost. A numerical comparison of the methods is presented.