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Estimating scale parameters under an order statistics prior

Author

Listed:
  • Burkschat Marco

    (Institute of Mathematical Stochastics, Otto von Guericke Universit,y Magdeburg 39106, Magdeburg Germany)

  • Kamps Udo
  • Kateri Maria

    (Institute of Statistics RWTH, Aachen University, 52056 Aachen, Germany)

Abstract

In a scheme of independent, possibly Type-II censored samples, joint estimation of scale parameters is considered under an order statistics prior leading to strictly ascendingly ordered Bayes estimators. The focus is on deriving handy closed-form expressions for the estimators

Suggested Citation

  • Burkschat Marco & Kamps Udo & Kateri Maria, 2013. "Estimating scale parameters under an order statistics prior," Statistics & Risk Modeling, De Gruyter, vol. 30(3), pages 205-219, August.
    • Handle: RePEc:bpj:strimo:v:30:y:2013:i:3:p:205-219:n:2
    DOI: 10.1524/strm.2013.1090
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    References listed on IDEAS

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    1. Zografos, K. & Nadarajah, S., 2005. "Expressions for Rényi and Shannon entropies for multivariate distributions," Statistics & Probability Letters, Elsevier, vol. 71(1), pages 71-84, January.
    2. Debajyoti Sinha & Kauhsik Patra & Dipak K. Dey, 2003. "Modelling accelerated life test data by using a Bayesian approach," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 52(2), pages 249-259, May.
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    5. Burkschat, M. & Kamps, U. & Kateri, M., 2010. "Sequential order statistics with an order statistics prior," Journal of Multivariate Analysis, Elsevier, vol. 101(8), pages 1826-1836, September.
    6. N. Balakrishnan & U. Kamps & M. Kateri, 2012. "A sequential order statistics approach to step-stress testing," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 303-318, April.
    7. Erhard Cramer & Udo Kamps, 1996. "Sequential order statistics and k-out-of-n systems with sequentially adjusted failure rates," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(3), pages 535-549, September.
    8. Balakrishnan, N. & Beutner, E. & Kamps, U., 2008. "Order restricted inference for sequential k-out-of-n systems," Journal of Multivariate Analysis, Elsevier, vol. 99(7), pages 1489-1502, August.
    9. Eric Beutner, 2008. "Nonparametric inference for sequential k-out-of-n systems," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(3), pages 605-626, September.
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