On Bayesian Estimation of the Product of Poisson Rates with Application to Reliability

DOI10.1080/03610910500416181zbMATH Open1086.62038OpenAlexW1984242686MaRDI QIDQ3378023FDOQ3378023

Authors: Hea-Jung Kim 

Publication date: 29 March 2006

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910500416181

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zbMATH Keywords

reliabilityHPD intervalhighest posterior densityweighted Monte Carlo methodnon informative priorproduct of Poisson rates

Mathematics Subject Classification ID

Bayesian inference (62F15) Reliability and life testing (62N05) Monte Carlo methods (65C05)

Cites Work

• Title not available (Why is that?)
• Monte Carlo methods in Bayesian computation
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• On the invariance of noninformative priors
• Noninformative priors for one parameter of many
• On a property of probability matching priors: matching the alternative coverage probabilities
• Miscellanea. Second-order probability matching priors
• Allocation Proportional to Coefficients of Variation when Estimating the Product of Parameters
• Noninformative priors for inferences in exponential regression models
• Reference Prior Bayesian Analysis for Normal Mean Products
• The Reliability of Systems of Independent Parallel Components when Some Components are Repeated
• Hypothesis Testing and Confidence Intervals for Products and Quotients of Poisson Parameters with Applications to Reliability

Cited In (4)

• Bayesian Estimation for Linear Functions of Poisson Rates
• Modified large sample confidence intervals for Poisson distributions: ratio, weighted average, and product of means
• A survey of product posterior distributions
• Bayesian inferences on nonlinear functions of Poisson rates

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