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Titolo:
BAYES ESTIMATION OF THE EXTREME-VALUE RELIABILITY FUNCTION
Autore:
LYE LM; HAPUARACHCHI KP; RYAN S;
Indirizzi:
MEM UNIV NEWFOUNDLAND,FAC ENGN & APPL SCI ST JOHNS A1B 3X5 NEWFOUNDLAND CANADA STAT CANADA,DIV BUSINESS SURVEY METHODS,11TH FLOOR,RH COATS BLDG OTTAWA K1A 0T6 ON CANADA CANADIAN COAST GUARD ST JOHNS A1C 6H8 NF CANADA
Titolo Testata:
IEEE transactions on reliability
fascicolo: 4, volume: 42, anno: 1993,
pagine: 641 - 644
SICI:
0018-9529(1993)42:4<641:BEOTER>2.0.ZU;2-L
Fonte:
ISI
Lingua:
ENG
Keywords:
BAYES APPROXIMATION; LINDLEY PROCEDURE; TIERNEY-AND-KADANE PROCEDURE; SQUARE-ERROR LOSS FUNCTION; ROOT-MEAN-SQUARE ERROR; NON-INFORMATIVE PRIOR; MAXIMUM LIKELIHOOD ESTIMATE;
Tipo documento:
Article
Natura:
Periodico
Settore Disciplinare:
CompuMath Citation Index
Science Citation Index Expanded
Science Citation Index Expanded
Science Citation Index Expanded
Citazioni:
14
Recensione:
Indirizzi per estratti:
Citazione:
L.M. Lye et al., "BAYES ESTIMATION OF THE EXTREME-VALUE RELIABILITY FUNCTION", IEEE transactions on reliability, 42(4), 1993, pp. 641-644

Abstract

This paper obtains Bayes estimates of the reliability function of theextreme value distribution by using two Bayes approximation procedures: Lindley (1980), and Tierney & Kadane (1986). These estimates were compared to maximum likelihood estimates (MLE) based on a Monte Carlo simulation study. Jeffreys invariant prior was used in the comparison for both Bayes procedures. The MLE am superior to either of the Bayes estimates, except for small values of t; the simpler Lindley Bayes procedure gives estimates with smaller root-mean-square error than estimates obtained by the Tierney & Kadane procedure except for large values of t. From a practical standpoint, the ML method is easiest to use andwore accurate for the extreme value distribution than our two Bayes approximation procedures. Both Bayes procedures seem to perform equally. However, the Lindley method is easier to use with little loss of accuracy.

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Documento generato il 13/07/20 alle ore 17:56:50