Bayes sequehmal procedufe for estimation and for detetmination of burn in time in a hazard rate model with an unknown change point parameter
- 1 January 1987
- journal article
- research article
- Published by Taylor & Francis in Sequential Analysis
- Vol. 6 (1) , 37-53
- https://doi.org/10.1080/07474948708836115
Abstract
The hazard rate function of the Weibull Exponential lifetime distribution is decreasing over time up to a change point and remains a constant afterward We derive some of the properties of this lifetime distribution and develop a Bayes sequential procedure for estimating the change point. The problem of determining an appropriate burn in time under a certian loss function is also considered. An adaptive Bayesian decision rule for the termination of the burn in procedure is proposed. Results of numerical simulations are given to demonstrate the proposed procedure.Keywords
This publication has 4 references indexed in Scilit:
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- Estimating the Shift to Wear-Out of Systems Having Exponential-Weibull Life DistributionsOperations Research, 1984
- SURVEY OF CLASSICAL AND BAYESIAN APPROACHES TO THE CHANGE-POINT PROBLEM: FIXED SAMPLE AND SEQUENTIAL PROCEDURES OF TESTING AND ESTIMATION11Research supported in part by ONR Contracts N00014-75-0725 at The George Washington University and N00014-81-K-0407 at SUNY-Binghamton.Published by Elsevier ,1983
- Determining Optimum Burn-In and Replacement Times Using Bayesian Decision TheoryIEEE Transactions on Reliability, 1972