Bayesian analysis for the two-parameter Pareto distribution based on record values and times

DOI10.1080/00949655.2010.486762MaRDI QIDQ5300742zbMATH OpenOpenAlexFDO

Authors

Publication date 28 June 2013

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2010.486762

zbMATH Keywords

admissibilitycredible regionhighest posterior densityinter-record timeslikelihood estimatelinear-exponential loss functionPareto distributionrecord timesrecord values

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Exact distribution theory in statistics (62E15) Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32) Applications of statistics to economics (62P20)

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Cites work

• A note on estimation based on record data
• Bayesian Estimation and Prediction for Pareto Data
• Bayesian estimation based on trimmed samples from Pareto populations
• Estimation and Prediction in a Two-Parameter Exponential Distribution Based on k-Record Values under LINEX Loss Function
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• On estimating population characteristics from record-breaking observations. i. parametric results
• Optimal sample size for record data and associated cost analysis for exponential distribution
• Statistical inference based on record data from Pareto model
• Structural probability bounds for the strong Pareto law

Cited in

(16)

• Bayesian inference for step-stress partially accelerated competing failure model under type II progressive censoring
• Mixture of transmuted Pareto distribution: properties, applications and estimation under Bayesian framework
• Estimates based on sequential order statistics with the two-parameter Pareto distribution
• Pooled parametric inference for minimal repair systems
• Pareto analysis based on records
• Reliability analysis for the two-parameter Pareto distribution under record values
• Interval estimation for the two-parameter Pareto distribution based on record values
• Statistical inference based on record data from Pareto model
• Bayes estimation of time to test transform for classical Pareto distribution in the presence of outliers
• Bayesian estimation and prediction based on lognormal record values
• Hypotheses testing with the two-parameter Pareto distribution on the basis of records in fuzzy environment
• Estimation with the lognormal distribution on the basis of records
• Estimation and prediction of the Kumaraswamy distribution based on record values and inter-record times
• Exact nonparametric conditional inference based on \(k\)-records, given inter-\(k\)-record times
• Estimation of the parameters of Pareto distribution based on records and inter-record times
• Statistical inference for a two-parameter distribution with a bathtub-shaped or increasing hazard rate function based on record values and inter-record times with an application to COVID-19 data

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