Bayesian estimation of location parameters in life distribution

F.P.A. Coolen; M.J. Newby

doi:10.1016/0951-8320%2894%2990146-5

Bayesian estimation of location parameters in life distribution

F.P.A. Coolen, M.J. Newby

Department of Mathematics and Computer Science

Research output: Contribution to journal › Article › Academic › peer-review

2 Citations (Scopus)

Abstract

For some distributions commonly used in reliability analysis the likelihood function has a singularity at the smallest observation. The use of grouped likelihood in Bayesian inference is discussed. It is shown that the product of spacings can be used in place of the likelihood. Similarities with and differences from a standard Bayesian approach are illustrated by means of examples. In particular some computational advantages are pointed out.

Original language	English
Pages (from-to)	293-298
Number of pages	6
Journal	Reliability Engineering and System Safety
Volume	45
Issue number	3
DOIs	https://doi.org/10.1016/0951-8320%2894%2990146-5 https://doi.org/10.1016/0951-8320(94)90146-5
Publication status	Published - 1994

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abstract = "For some distributions commonly used in reliability analysis the likelihood function has a singularity at the smallest observation. The use of grouped likelihood in Bayesian inference is discussed. It is shown that the product of spacings can be used in place of the likelihood. Similarities with and differences from a standard Bayesian approach are illustrated by means of examples. In particular some computational advantages are pointed out.",

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AU - Coolen, F.P.A.

AU - Newby, M.J.

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AB - For some distributions commonly used in reliability analysis the likelihood function has a singularity at the smallest observation. The use of grouped likelihood in Bayesian inference is discussed. It is shown that the product of spacings can be used in place of the likelihood. Similarities with and differences from a standard Bayesian approach are illustrated by means of examples. In particular some computational advantages are pointed out.

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DO - 10.1016/0951-8320%2894%2990146-5

M3 - Article

VL - 45

SP - 293

EP - 298

JO - Reliability Engineering and System Safety

JF - Reliability Engineering and System Safety

SN - 0951-8320

IS - 3

ER -