IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v82y2012i10p1829-1836.html
   My bibliography  Save this article

Objective Bayesian analysis of Pareto distribution under progressive Type-II censoring

Author

Listed:
  • Fu, Jiayu
  • Xu, Ancha
  • Tang, Yincai

Abstract

In this paper, objective Bayesian analysis of Pareto distributions under progressive Type-II censoring is considered. Three types of noninformative priors (Jeffreys prior, two reference priors and two general forms of second order probability matching prior) are given. We show that one of the reference priors is also the second order probability matching prior (PMP). However, this reference prior, as well as the Jeffreys prior and PMPs, are related to the censoring scheme of life tests. Thus the other reference prior is preferred, and the proprieties of the posterior are discussed based on it. The simulation shows that the second reference prior leads to the required frequentist property. A real data from Crowley and Hu (1977) is analyzed for the purpose of illustration.

Suggested Citation

  • Fu, Jiayu & Xu, Ancha & Tang, Yincai, 2012. "Objective Bayesian analysis of Pareto distribution under progressive Type-II censoring," Statistics & Probability Letters, Elsevier, vol. 82(10), pages 1829-1836.
  • Handle: RePEc:eee:stapro:v:82:y:2012:i:10:p:1829-1836
    DOI: 10.1016/j.spl.2012.06.007
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715212002180
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Chansoo Kim & Jinhyouk Jung & Younshik Chung, 2011. "Bayesian estimation for the exponentiated Weibull model under Type II progressive censoring," Statistical Papers, Springer, vol. 52(1), pages 53-70, February.
    2. Zeinab Amin, 2008. "Bayesian inference for the Pareto lifetime model under progressive censoring with binomial removals," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(11), pages 1203-1217.
    3. N. Balakrishnan, 2007. "Progressive censoring methodology: an appraisal," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(2), pages 211-259, August.
    4. N. Balakrishnan, 2007. "Rejoinder on: Progressive censoring methodology: an appraisal," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(2), pages 290-296, August.
    Full references (including those not matched with items on IDEAS)

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:82:y:2012:i:10:p:1829-1836. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.