Recent advances on Bayesian inference for P(X < Y)

DOI10.1214/BA/1339616470MaRDI QIDQ2634099zbMATH OpenOpenAlexFDO

Authors Walter Racugno, Laura Ventura

Publication date 8 February 2016

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ba/1339616470

zbMATH Keywords

asymptotic expansionsfrequentist coverage probabilitymatching priormodified likelihood rootnuisance parameterROC curvestochastic precedencestress-strength modeltail area probability

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15)

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Cited in

(29)

• Bayesian nonparametric \(k\)-sample tests for censored and uncensored data
• The simplicity of likelihood based inferences for \(P(X<Y)\) and for the ratio of means in the exponential model
• Objective Bayesian analysis using modified profile likelihood for the ratio of two log-normal means
• Bayes estimation of \(P(Y < X)\) for the Weibull distribution with arbitrary parameters
• A matching prior based on the modified profile likelihood for the common mean in multiple log-normal distributions
• Objective Bayesian higher-order asymptotics in models with nuisance parameters
• Objective Bayesian analysis for generalized exponential stress-strength model
• Inferential analysis for the reliability parameter based on the three-parameter Lindley distribution
• Inference based on \(P(X<Y)/P(X>Y)\) in two sample problems
• A matching prior based on the modified profile likelihood in a generalized Weibull stress-strength model
• Pseudo-Likelihoods for Bayesian Inference
• Bayesian nonparametric estimation of targeted agent effects on biomarker change to predict clinical outcome
• A bayesian approach to a reliability problem: Theory, analysis and interesting numerics
• On interval and point estimators based on a penalization of the modified profile likelihood
• Estimation of reliability \(P(X > Y)\) for distributions with power hazard function based on upper record values
• scientific article; zbMATH DE number 7508928 (Why is no real title available?)
• Robust confidence distributions from proper scoring rules
• Estimation and comparison of the stress-strength models with more than two states under Weibull distribution and type II censoring scheme
• Estimation of stress-strength reliability using discrete phase type distribution
• Dynamic reliability modeling with medical applications
• A Bayesian inference of \(P( \lambda_1< \lambda_2)\) for two Poisson parameters
• Estimation ofR=P[Y<X] for three-parameter generalized Rayleigh distribution
• Higher order inference for stress-strength reliability with independent Burr-type X distributions
• Linear combination and reliability of generalized logistic random variables
• Detecting change points in the stress-strength reliability \(P(X < Y)\)
• Likelihood and Bayesian estimation of \(P(Y<X)\) using lower record values from a proportional reversed hazard family
• Inference in two-piece location-scale models with Jeffreys priors
• Marginal posterior simulation via higher-order tail area approximations
• Bayesian inference for \(P(X<Y)\) using asymmetric dependent distributions

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