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

DOI10.1080/00949655.2010.486762zbMath1431.62089OpenAlexW1975490513MaRDI QIDQ5300742

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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

record valuesPareto distributionadmissibilityhighest posterior densityrecord timescredible regionlinear-exponential loss functioninter-record timeslikelihood estimate

Mathematics Subject Classification ID

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

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Bayesian estimation and prediction based on lognormal record values ⋮ Mixture of transmuted Pareto distribution: properties, applications and estimation under Bayesian framework ⋮ Exact nonparametric conditional inference based on \(k\)-records, given inter-\(k\)-record times ⋮ Estimates based on sequential order statistics with the two-parameter Pareto distribution ⋮ Bayesian inference for step-stress partially accelerated competing failure model under type II progressive censoring ⋮ 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 ⋮ Unnamed Item ⋮ Pooled parametric inference for minimal repair systems

Cites Work

• Unnamed Item
• A note on estimation based on record data
• Bayesian estimation based on trimmed samples from Pareto populations
• Optimal sample size for record data and associated cost analysis for exponential distribution
• Bayesian Estimation and Prediction for Pareto Data
• Statistical inference based on record data from Pareto model
• On estimating population characteristics from record-breaking observations. i. parametric results
• Structural probability bounds for the strong Pareto law
• Estimation and Prediction in a Two-Parameter Exponential Distribution Based on k-Record Values under LINEX Loss Function

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