Generalized exponential distribution: Bayesian estimations

Computational Statistics and Data Analysis

Volumn 52, Issue 4, 2008, Pages 1873-1883

  Kundu, Debasis ^a   Gupta, Rameshwar D ^b  

^a INDIAN INSTITUTE OF TECHNOLOGY KANPUR   (India)

^b UNIVERSITY OF NEW BRUNSWICK   (Canada)

Author keywords

Bayes estimator; Gamma distribution; Log concave density function; Maximum likelihood estimator; Posterior density function; Squared error loss function

Indexed keywords

APPROXIMATION THEORY; BAYESIAN NETWORKS; COMPUTATIONAL METHODS; COMPUTER SIMULATION; MAXIMUM LIKELIHOOD ESTIMATION; MONTE CARLO METHODS;

BAYES ESTIMATORS; GAMMA DISTRIBUTION; LOG-CONCAVE DENSITY FUNCTIONS; POSTERIOR DENSITY FUNCTION; SQUARED ERROR LOSS FUNCTION;

PARAMETER ESTIMATION;

EID: 35748932950     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2007.06.004     Document Type: Article

References (23)

1. Basu S., Basu A.P., and Mukhopadhyay C. Bayesian analysis for masked system failure data using non-identical Weibull models. J. Statist. Plann. Inference 78 (1999) 255-275
2. Devroye L. Nonuniform Random Variate Generation (1986), Springer, New York
3. Di Crescenzo A. Some results on the proportional reversed hazards model. Statist. Probab. Lett. 50 (2000) 313-321
4. Gupta R.D., and Kundu D. Generalized exponential distributions. Austr. New Zealand J. Statist. 41 (1999) 173-188
5. Gupta R.D., and Kundu D. Generalized exponential distributions: different methods of estimation. J. Statist. Comput. Simulation 69 (2001) 315-338
6. Gupta, R.D., Kundu, D., 2007. Generalized exponential distribution: existing results and some recent developments. J. Statist. Plann. Inference doi:10.1016/j.jspi.2007.03.030.
7. Jaheen Z.F. Empirical Bayes inference for generalized exponential distribution based on records. Commun. Statist. Theory Methods 33 8 (2004) 1851-1861
8. Kundu D., and Gupta R.D. A convenient way of generating gamma random variables using generalized exponential distribution. Comput. Statist. Data Anal. 51 (2007) 2796-2802
9. Lawless J.F. Statistical Models and Methods for Lifetime Data (1982), Wiley, New York
10. Lee J., Kim J., and Jung S.H. Bayesian analysis of paired survival data using a bivariate exponential distribution. Lifetime Data Anal. 13 (2007) 119-137
11. Lindley D.V. Approximate Bayesian method. Trabajos Estadist. 31 (1980) 223-237
12. Mudholkar G.S., and Srivastava D.K. Exponentiated Weibull family for analyzing bathtub failure data. IEEE Trans. Reliability 42 (1993) 299-302
13. Nassar M.M., and Eissa F.L. Bayesian estimation for the exponentiated Weibull model. Commun. Statist. Theory Methods 33 10 (2004) 2343-2362
14. Press S.J. The Subjectivity of Scientists and the Bayesian Approach (2001), Wiley, New York
15. Press W.H., Teukolsky S.A., Vellerling W.T., and Flannery B.P. Numerical Recipes in FORTRAN. second ed (1994), Cambridge University Press, Cambridge
16. Raqab M.Z. Inferences for generalized exponential distribution based on record statistics. J. Statist. Plann. Inference 104 (2002) 339-350
17. Raqab M.Z., and Ahsanullah M. Estimation of the location and scale parameters of generalized exponential distribution based on order statistics. J. Statist. Comput. Simulation 69 (2001) 109-124
18. Raqab M.Z., and Madi M.T. Bayesian inference for the generalized exponential distribution. J. Statist. Comput. Simulation 75 10 (2005) 841-852
19. Ren C.R., Sun D.C., and Dey D.K. Bayesian and frequentist estimation and prediction for exponential distributions. J. Statist. Plann. Inference 136 (2006) 2873-2897
20. Sarhan A.M. Analysis of incomplete, censored data in competing risks models with generalized exponential distributions. IEEE Trans. Reliability 56 (2007) 132-138
21. Singh U., Gupta P.K., and Upadhyay S.K. Estimation of parameters for exponentiated-Weibull family under type-II censoring scheme. Comput. Statist. Data Anal. 48 (2005) 509-523
22. Soliman A.A., Abd Ellah A.H., and Sultan K.S. Comparison of estimates using record statistics from Weibull model: Bayesian and non-Bayesian approaches. Computat. Statist. Data Anal. 51 (2006) 2065-2077
23. Zheng G. Fisher information matrix in type-II censored data from exponentiated exponential family. Biometrical J. 44 (2002) 353-357