Abstract
In this paper, we discuss a Bayesian estimation procedure for the parameters in a Moran-Downton bivariate exponential distribution based on complete and censored samples. A Markov-chain Monte Carlo method is used to obtain the Bayes estimates of the parameters. An intensive simulation experiment is conducted to study the performance of the proposed Bayesian estimation procedure. Discussions and suggestions are provided based on the simulation results. A numerical example is presented to illustrate the Bayesian estimation procedure developed here and some concluding remarks are provided.
| Original language | English |
|---|---|
| Pages (from-to) | 835-850 |
| Journal | Journal of Statistical Computation and Simulation |
| Volume | 83 |
| Issue number | 5 |
| Online published | 20 Dec 2011 |
| DOIs | |
| Publication status | Published - 2013 |
| Externally published | Yes |
Research Keywords
- beta distribution
- gamma distribution
- Markov-chain Monte Carlo
- order statistics
- Type-II censoring
Fingerprint
Dive into the research topics of 'Bayes estimation of Moran-Downton bivariate exponential distribution based on censored samples'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver