EXTENDED HOMOGENEOUS PROCESSES AND BAYES ESTIMATION OF RELIABILITY FUNCTIONS

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Published: Sep 1, 1991
DOI: https://doi.org/10.5556/j.tkjm.22.1991.4607
Keywords:
Hazard rates increasing hazard rates Bayes estimates extended homogeneous processes prior processes

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L. PARDO
Departamcnto de Estadistica e I. O., Facultad de Matematicas. Universidad Complutense de Madrid, 28040-Madrid, Spain.
D. MORALES
Departamento de Estadistica e I. O., Facultad de Matematicas. Universidad Complutense de Madrid, 28040-Madrid, Spain.
V. QUESADA
Departamento de Estadistica e I. O., Facultad de Matematicas. Universidad Complutense de Madrid, 28040-Madrid, Spain.

Abstract




The problem of estimation a reliability function is established in the Bayesian nonparametric context; however parametric techniques are used. Extended homogeneous prncesses are defined whose sample paths may be assumed to be increasing hazard rates by properly choosing the parameter functions of the processes. Estimators are obtained in the mentioned processes and their asymptotic properties are studied. An application for simulated dada is given.




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How to Cite
PARDO, L., MORALES, D., & QUESADA, V. (1991). EXTENDED HOMOGENEOUS PROCESSES AND BAYES ESTIMATION OF RELIABILITY FUNCTIONS. Tamkang Journal of Mathematics, 22(3), 243–251. https://doi.org/10.5556/j.tkjm.22.1991.4607
Issue
Vol. 22 No. 3 (1991)
Section
Papers
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