POSTERIOR ESTIMATES OF TWO PARAMETER EXPONENTIAL DISTRIBUTION USING S-PLUS SOFTWARE
Keywords:
Exponential distribution, Marginal posterior densities, Posterior estimates and S-PLUS Software.Abstract
This paper deals with the Bayesian estimation of parameters of exponential distribution under different priors. The numerical and graphical illustration of posterior densities of the parameters of interest has been done in S-PLUS Software.
Downloads
References
Bartholomew, D.J. (1957). A problem in life testing, Journal of American
Statistical Association, 52, p. 350-355.
Epstein, B. (1954). Truncated life testing in exponential case, Annals of the
Mathematical Statistics, 25, p. 555-564.
Epstein, B. and Sobel, M. (1953). Life testing, Journal of the American
Statistical Association, 48, p. 486-502.
Epstein, B. and Sobel, M. (1954). Some theorems relevant to life testing from
an exponential distribution, Annals of the Mathematical Statistics, 25, p. 373-
Epstein, B. and Sobel, M. (1955). Sequential life testing in exponential case,
Annals of the Mathematical Statistics, 26, p. 82-93.
Grubbs, F.E. (1971). Approximate fiducial bounds on reliability for the two
parameter negative exponential distribution, Technometrics, Vol. 13, No. 4, p.
-876.
Jeffrey, H. (1961). Theory of Probability, Oxford University Press.
Johnson, N.L., Kotz, S. and Balakrishnan, N. (1994). Continuous Univariate
Distributions, Vol. 1, John Wiley & Sons, New York.
Johnson, N.L., Kotz, S. and Balakrishnan, N. (1995). Continuous Univariate
Distributions, Vol. 2, John Wiley & Sons, New York.
Johnson, R.A. (1970). Asymptotic expansions associated with posterior
distributions, Annals of Mathematical Statistics, 41, p. 196-215.
Lawless, J.F. (2003). Statistical Models and Methods for Lifetime Data.
Wiley, New York.
Mendenhall, W. (1958). A bibliography on life testing and related topics.
Biometrika 45, 521-543.
Sinha, S.K. (1986). Reliability and Life Testing. Wiley Eastern Limited