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Bayesian estimation of parameters of mixed geometric failure models from Type I group censored sample

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  • J. B. Shah
  • M. N. Patel

Abstract

The estimation problem of the parameters of a mixed geometric lifetime model, using Bayesian approach and Type I group censored sample, will be investigated in the case of two subpopulations. The Bayes estimates are derived for squared error, minimum expected, general entropy and linex loss functions under informative and diffuse priors. A practical example given by Nelson (W.B. Nelson, Hazard plotting methods for analysis of the life data with different failure models, J. Qual. Technol. 2 (1970), pp. 126-149) is considered. A simulation study is carried out along with risk.

Suggested Citation

  • J. B. Shah & M. N. Patel, 2009. "Bayesian estimation of parameters of mixed geometric failure models from Type I group censored sample," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(5), pages 495-506.
    • Handle: RePEc:taf:japsta:v:36:y:2009:i:5:p:495-506
    DOI: 10.1080/02664760802553422
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    References listed on IDEAS

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    1. Sylvia. Richardson & Peter J. Green, 1997. "On Bayesian Analysis of Mixtures with an Unknown Number of Components (with discussion)," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(4), pages 731-792.
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