کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146323 957504 2010 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Sequential order statistics with an order statistics prior
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Sequential order statistics with an order statistics prior
چکیده انگلیسی

In the model of sequential order statistics, prior distributions are considered for the model parameters, which, for example, describe increasing load put on remaining components. Gamma priors are examined as well as priors out of a class of extended truncated Erlang distributions (ETED), which is introduced along with some properties. The choice of independent priors in both set-ups leads to respective independent, conjugate posterior distributions for the model parameters of sequential order statistics. Since, in practical applications, the model parameters will often be increasingly ordered, a multivariate prior is applied being the joint distribution of common ETED-order statistics. Whatever baseline distribution of the sequential order statistics is chosen, the joint posterior distribution turns out to be a Weinman multivariate exponential distribution. Posterior moments are given explicitly, and HPD credible sets for the model parameters are stated.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 101, Issue 8, September 2010, Pages 1826–1836
نویسندگان
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