Bayesian estimation of the shape parameter and reliability of generalized Pareto distribution using precautionary loss function with censoring

zbMATH Open1088.62042MaRDI QIDQ3379274FDOQ3379274

Authors: Vijay Kumar, Arun Kumar Rao, R. S. Srivastava 

Publication date: 6 April 2006

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zbMATH Keywords

incomplete gamma functionprior distributionsSELFsquared error loss functiontype II censoringGDPPosterior distributionprecautionary loss function

Mathematics Subject Classification ID

Bayesian inference (62F15) Censored data models (62N01) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05)

Cited In (4)

• Bayesian estimation of the shape parameter of Pareto distribution under precautionary loss function with censoring
• Bayesian estimation of the shape parameter of a generalized Pareto distribution under asymmetric loss functions
• Bayesian estimation of reliability function of generalized Pareto distribution
• Robust Bayesian inference of generalized Pareto distribution

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