Bayes estimation of change point in discrete Maxwell distribution (Q764453)

Summary: A sequence of independent life times \(X_1, \dots, X_m,\;X_{m+1}, \dots, X_n\) was observed from a Maxwell distribution with reliability \(r_1(t)\) at time \(t\) but later it was found that there was a change in the system at some time point \(m\) and is reflected in the sequence after \(X_m\) by change in the reliability \(r_2(t)\) at time \(t\). The Bayes estimators of \(m,\;\theta_1,\;\theta_2\) are derived under different asymmetric loss functions. The effects of correct and wrong prior information on the Bayes estimates are studied.