Abstract
A fast exact algorithm of searching for the upper bound of Bayesian estimates for the parameter of the exponential distribution under the condition that an a priori distribution belongs to the class of all distribution functions with two equal quantiles. This problem arises in analyzing the sensitivity of Bayesian estimates to the choice of an a priori distribution in an exponential failure model.
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Translated from Kibernetika i Sistemnyi Analiz, No. 1, pp. 90–102, January–February 2007.
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Golodnikov, A.N. Search for the upper bound of Bayesian estimates of the parameter in an exponential failure model with two known quantiles of an a priori distribution function. Cybern Syst Anal 43, 73–84 (2007). https://doi.org/10.1007/s10559-007-0027-9
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DOI: https://doi.org/10.1007/s10559-007-0027-9