Bayes estimation of Moran-Downton bivariate exponential distribution based on censored samples

Yu-Jau Lin; Y. L. Lio; Hon Keung Tony Ng

doi:10.1080/00949655.2011.639771

Author(s)

Yu-Jau Lin
Y. L. Lio
Hon Keung Tony Ng

Detail(s)

Original language	English
Pages (from-to)	835-850
Journal / Publication	Journal of Statistical Computation and Simulation
Volume	83
Issue number	5
Online published	20 Dec 2011
Publication status	Published - 2013
Externally published	Yes

Link(s)

DOI	DOI https://doi.org/10.1080/00949655.2011.639771 Final Published version
	Check@CityULib
Link to Scopus	https://www.scopus.com/record/display.uri?eid=2-s2.0-84877282960&origin=recordpage
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(2b860c22-9ba6-48a0-b5cd-0db6d1fe1a33).html

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.

Research Area(s)

beta distribution, gamma distribution, Markov-chain Monte Carlo, order statistics, Type-II censoring

Citation Format(s)

[ RIS ] [ BibTeX ]

Bayes estimation of Moran-Downton bivariate exponential distribution based on censored samples. / Lin, Yu-Jau; Lio, Y. L.; Ng, Hon Keung Tony.
In: Journal of Statistical Computation and Simulation, Vol. 83, No. 5, 2013, p. 835-850.

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

Lin, Y-J, Lio, YL & Ng, HKT 2013, 'Bayes estimation of Moran-Downton bivariate exponential distribution based on censored samples', Journal of Statistical Computation and Simulation, vol. 83, no. 5, pp. 835-850. https://doi.org/10.1080/00949655.2011.639771

Lin, Y.-J., Lio, Y. L., & Ng, H. K. T. (2013). Bayes estimation of Moran-Downton bivariate exponential distribution based on censored samples. Journal of Statistical Computation and Simulation, 83(5), 835-850. https://doi.org/10.1080/00949655.2011.639771

Lin YJ, Lio YL, Ng HKT. Bayes estimation of Moran-Downton bivariate exponential distribution based on censored samples. Journal of Statistical Computation and Simulation. 2013;83(5):835-850. Epub 2011 Dec 20. doi: 10.1080/00949655.2011.639771

Lin, Yu-Jau ; Lio, Y. L. ; Ng, Hon Keung Tony. / Bayes estimation of Moran-Downton bivariate exponential distribution based on censored samples. In: Journal of Statistical Computation and Simulation. 2013 ; Vol. 83, No. 5. pp. 835-850.