An Efficient Bayesian Estimation of Ordered Parameters of Two Exponential Distributions
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概要
- 論文の詳細を見る
The situations where several population parameters need to be estimated simultaneously arise frequently in wide areas of applications, including reliability modeling, survival analysis and biological study. In this paper, we propose Bayesian methods of estimation of the ordered parameters of the two exponential populations, which incorporate the prior information about the simple order restriction, but sometimes breaks the order restriction. A simulation study shows that the proposed estimators are more efficient (in terms of mean square errors) than the isotonic regression of the maximum likelihood estimators with equal weights. An illustrative example is finally presented.
- (社)電子情報通信学会の論文
- 2009-07-01
著者
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NAGATSUKA Hideki
Faculty of System Design, Tokyo Metropolitan University
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Nagatsuka Hideki
Faculty Of System Design Tokyo Metropolitan University
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Kamakura Toshinari
Department Of Science And Engineering Chuo University
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Kamakura Toshinari
Department Of Industrial And Systems Engineering Chuo University
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ISHIOKA Tsunenori
Research Division, National Center for University Entrance Examinations
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Ishioka Tsunenori
Research Division National Center For University Entrance Examinations
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- An Efficient Bayesian Estimation of Ordered Parameters of Two Exponential Distributions