Bayesian Inference Based on type-I Hybrid Censored Data from a Two-Parameter Exponential Distribution

Authors

Department of Statistics, Tehran University, Tehran, Iran.

Abstract

A hybrid censoring is a mixture of type-I and type-II censoring schemes. It is categorized to  type-I and  type-II hybrid censored based on how the experiment set to terminate. In this paper, we describe  the  type-I hybrid censoring where lifetime variables have a two-parameters  exponential distribution. Bayes estimation of unknown parameters under  squared  error loss function is developed. Among several methods of constructing the optimal procedures in the context of robust  Bayesian  methodology, we obtain posterior  regret  gamma minimax estimation of unknown parameters under  squared  error  loss function.  Finally, we discuss  minimaxity and admissibility of the generalized Bayes estimator under squared error loss.

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References

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  • Receive Date: 11 June 2013
  • Accept Date: 11 June 2013

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