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Objective Bayesian analysis of the Frechet stress–strength model

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  • Abbas, Kamran
  • Tang, Yincai

Abstract

Several reference priors and a general form of matching priors are derived for a stress–strength system, and it is concluded that none of the reference priors is a matching prior. The study shows that the matching prior performs better than Jeffreys prior and reference priors in meeting the target coverage probabilities.

Suggested Citation

  • Abbas, Kamran & Tang, Yincai, 2014. "Objective Bayesian analysis of the Frechet stress–strength model," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 169-175.
    • Handle: RePEc:eee:stapro:v:84:y:2014:i:c:p:169-175
    DOI: 10.1016/j.spl.2013.09.014
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    References listed on IDEAS

    as
    1. Peter Neal & Gareth Roberts, 2008. "Optimal Scaling for Random Walk Metropolis on Spherically Constrained Target Densities," Methodology and Computing in Applied Probability, Springer, vol. 10(2), pages 277-297, June.
    2. Kundu, Debasis & Raqab, Mohammad Z., 2009. "Estimation of R=P(Y," Statistics & Probability Letters, Elsevier, vol. 79(17), pages 1839-1846, September.
    Full references (including those not matched with items on IDEAS)

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