Abstract

The exponential-multinomial distribution arises from: (1) observing the system failure of a series system with p components having independent exponential lifetimes, or (2) a competing-risks model with p sources of failure, as well as (3) the Marshall-Olkin multivariate exponential distribution under a series sampling scheme. Hierarchical Bayes (HB) estimators of the component sub-survival function and the system reliability are obtained using the Gibbs sampler. A large-sample approximation of the posterior pdf is used to derive the HB estimators of the parameters of the model with respect to the quadratic loss function. The exact risk of the HE estimator is obtained and is compared with those corresponding to some other estimators such as Bayes, maximum likelihood, and minimum variance unbiased estimators.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.