Bayesian Analysis of the 3-Component Mixture of Exponential Distribution Assuming the Non-Informative Priors

Bayesian analysis of the 3-component mixture of an Exponential distribution under type-I right censoring scheme is considered in this paper. The Bayes estimators and posterior risks for the unknown parameters are derived under squared error loss function, precautionary loss function and DeGroot loss...

Full description

Autores:
Tahir, Muhammad
Aslam, Muhammad
Tipo de recurso:
Article of journal
Fecha de publicación:
2015
Institución:
Universidad Nacional de Colombia
Repositorio:
Universidad Nacional de Colombia
Idioma:
spa
OAI Identifier:
oai:repositorio.unal.edu.co:unal/66535
Acceso en línea:
https://repositorio.unal.edu.co/handle/unal/66535
http://bdigital.unal.edu.co/67563/
Palabra clave:
51 Matemáticas / Mathematics
31 Colecciones de estadística general / Statistics
Mixture Model
Bayes Estimators
Exponential Distribution
Loss Function
Posterior Risks
Modelo de mezcla
Estimadores de Bayes
Distribución exponencial
Función de pérdida
Riesgos posteriores.
Rights
openAccess
License
Atribución-NoComercial 4.0 Internacional
Description
Summary:Bayesian analysis of the 3-component mixture of an Exponential distribution under type-I right censoring scheme is considered in this paper. The Bayes estimators and posterior risks for the unknown parameters are derived under squared error loss function, precautionary loss function and DeGroot loss function assuming the non-informative (uniform and Jeffreys') priors. The Bayes estimators and posterior risks are viewed as a function of the test termination time. A simulation study is given to highlight and compare the properties of the Bayes estimates.