Bayes Analysis of a Three-Parameter Pareto Distribution via Sample Based Approaches

DOI10.1080/01966324.2007.10737698MaRDI QIDQ3511923zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 11 July 2008

Published in American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01966324.2007.10737698

zbMATH Keywords

Bayesian predictive simulationfailure timeGibbs samplerMarkov chain Monte Carlo procedureMetropolis algorithm

Mathematics Subject Classification ID

Bayesian inference (62F15) Censored data models (62N01) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• Adaptive Rejection Sampling for Gibbs Sampling
• Estimating the minimum and maximum location parameters for two gamma-exponential scale mixtures
• Estimation of the parameters of pareto distribution and the reliability function usin accelerated life testing with censoring
• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• scientific article; zbMATH DE number 3992765 (Why is no real title available?)
• Interval prediction for Pareto and exponential observables
• Monte Carlo methods in Bayesian computation
• Predicting Pareto and exponential observables
• Robust Bayesian analysis of selection models
• Structural probability bounds for the strong Pareto law
• The generalized Pareto law as a model for progressively censored survival data

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