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Use of Markov Chain Monte Carlo Methods in a Bayesian Analysis of the Block and Basu Bivariate Exponential Distribution

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Abstract

Metropolis algorithms along with Gibbs steps are proposed to perform a Bayesian analysis for the Block and Basu (ACBVE) bivariate exponential distribution. We also consider the use of Gibbs sampling to develop Bayesian inference for accelerated life tests assuming a power rule model and the ACBVE distribution. The methodology developed in this paper is exemplified with two examples.

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Authors and Affiliations

  1. Department of Computer Sciences and Statistics, ICMSC, University of São Paulo, C. P. 668, CEP, 13560-970, São Carlos, S. P., Brazil

    Jorge A. Achcar

  2. Department of Mathematics and Statistics, ESALQ, University of São Paulo, C. P. 11, 13418-900, Piracicaba, S. P., Brazil

    Roseli A. Leandro

Authors
  1. Jorge A. Achcar
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  2. Roseli A. Leandro
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Achcar, J.A., Leandro, R.A. Use of Markov Chain Monte Carlo Methods in a Bayesian Analysis of the Block and Basu Bivariate Exponential Distribution. Annals of the Institute of Statistical Mathematics 50, 403–416 (1998). https://doi.org/10.1023/A:1003582409664

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  • DOI: https://doi.org/10.1023/A:1003582409664

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