Exact Bayesian variable sampling plans for the exponential distribution based on Type-I and Type-II hybrid censored samples

被引：41

作者：

Lin, Chien-Tai ^{[2
]}

Huang, Yen-Lung ^{[2
]}

Balakrishnan, N. ^{[1
]}

机构：

[1] McMaster Univ, Dept Math & Stat, Hamilton, ON, Canada

[2] Tamkang Univ, Dept Math, Tamsui, Taiwan

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2008年 / 37卷 / 06期

关键词：

Bayes risk; efficiency; exponential distribution; hybrid censoring; maximum likelihood estimates; polynomial loss function; robustness; sampling plan;

D O I：

10.1080/03610910801923869

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 [统计学]; 070103 [概率论与数理统计]; 0714 [统计学];

摘要：

A sampling plan with a polynomial loss function for the exponential distribution is considered. From the distribution of the maximum likelihood estimator of the mean of an exponential distribution based on Type-I and Type-II hybrid censored samples, we obtain an explicit expression for the Bayes risk of a sampling plan with a quadratic loss function. Some numerical examples and comparisons are given to illustrate the effectiveness of the proposed method, and a robustness study reveals that the proposed optimal sampling plans are quite robust.

引用

页码：1101 / 1116

页数：16

共 12 条

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[Anonymous], ANN STAT

[2]

[Anonymous], STATISTICIAN

[3]

Balakrishnan N., 1995, EXPONENTIAL DISTRIBU

[4]

Exact likelihood inference for the exponential distribution under generalized type-I and type-II hybrid censoring [J].