A study of shifting models in life tests via Bayesian approach using semi-or-used priors (SOUPS) (Q5902940): Difference between revisions
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scientific article; zbMATH DE number 3926041
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English | A study of shifting models in life tests via Bayesian approach using semi-or-used priors (SOUPS) |
scientific article; zbMATH DE number 3926041 |
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A study of shifting models in life tests via Bayesian approach using semi-or-used priors (SOUPS) (English)
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1985
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Consider a life test where the observations are obtained from the general exponential model. It is assumed that a parameter of the model shifts at some stage of the sampling procedure; both single and multiple shifts are considered. A Bayesian approach is adopted and the effect of these shifts in parameter on the predictive distribution of future observations is discussed. The initial prior is updated to a new prior at the shift point by using the immediately preceding estimate of the parameter (termed a semi-or-used prior) instead of assigning a new prior at this point.
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life test
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general exponential model
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single and multiple shifts
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predictive distribution
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semi-or-used prior
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