Bayesian parameter and reliability estimation for a bivariate exponential distribution. Parallel sampling
type: Item
instance of: scholarly article
title: Bayesian parameter and reliability estimation for a bivariate exponential distribution. Parallel sampling
zbMATH Open document ID: 0563.62080
DOI: 10.1016/0304-4076(84)90059-9
author: A. A. Shamseldin
author: S. James Press
published in: Journal of Econometrics
publication date: 1984-01-01T00:00:00Z
review text: Bayes estimators are derived for the Marshall-Olkin bivariate exponential (BVE) distribution as a lifetime model for a two-component parallel system. Joint posterior distributions of the distribution parameters and marginal posterior densities for the individual parameters are obtained for informative (gamma) priors. The Bayes estimators of the BVE parameters and the reliability are derived in a closed form, and a gamma approximation to the marginal posterior densities is used to develop Bayesian credibility intervals for the parameters.
Mathematics Subject Classification ID: 62N05
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 3898076
zbMATH Keywords: Marshall-Olkin bivariate exponential (BVE) distribution
zbMATH Keywords: lifetime model
zbMATH Keywords: two-component parallel system
zbMATH Keywords: Joint posterior distributions
zbMATH Keywords: marginal posterior densities
zbMATH Keywords: informative (gamma) priors
zbMATH Keywords: Bayes estimators
zbMATH Keywords: reliability
zbMATH Keywords: gamma approximation
zbMATH Keywords: Bayesian credibility intervals
MaRDI profile type: Publication
full work available at URL: 0304-4076(84)90059-9
OpenAlex ID: W1964421359
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description: scientific article; zbMATH DE number 3898076