Bayesian analysis for the two-parameter Pareto distribution based on record values and times
From MaRDI portal
Publication:5300742
DOI10.1080/00949655.2010.486762zbMath1431.62089MaRDI QIDQ5300742
No author found.
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
record values; Pareto distribution; admissibility; highest posterior density; record times; credible region; linear-exponential loss function; inter-record times; likelihood estimate
62P20: Applications of statistics to economics
62F15: Bayesian inference
62E15: Exact distribution theory in statistics
62G32: Statistics of extreme values; tail inference
62C15: Admissibility in statistical decision theory
Related Items
Unnamed Item, Bayesian estimation and prediction based on lognormal record values, 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, 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
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