Bayesian estimation of location parameters in life distribution

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

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 languageEnglish
Pages (from-to)293-298
Number of pages6
JournalReliability Engineering and System Safety
Volume45
Issue number3
DOIs
Publication statusPublished - 1994

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Coolen, F.P.A. ; Newby, M.J. / Bayesian estimation of location parameters in life distribution. In: Reliability Engineering and System Safety. 1994 ; Vol. 45, No. 3. pp. 293-298.
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Coolen, FPA & Newby, MJ 1994, 'Bayesian estimation of location parameters in life distribution', Reliability Engineering and System Safety, vol. 45, no. 3, pp. 293-298. https://doi.org/10.1016/0951-8320%2894%2990146-5, https://doi.org/10.1016/0951-8320(94)90146-5

Bayesian estimation of location parameters in life distribution. / Coolen, F.P.A.; Newby, M.J.

In: Reliability Engineering and System Safety, Vol. 45, No. 3, 1994, p. 293-298.

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

TY - JOUR

T1 - Bayesian estimation of location parameters in life distribution

AU - Coolen, F.P.A.

AU - Newby, M.J.

PY - 1994

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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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JO - Reliability Engineering and System Safety

JF - Reliability Engineering and System Safety

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Coolen FPA, Newby MJ. Bayesian estimation of location parameters in life distribution. Reliability Engineering and System Safety. 1994;45(3):293-298. https://doi.org/10.1016/0951-8320%2894%2990146-5, https://doi.org/10.1016/0951-8320(94)90146-5

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