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Estimating reliability parameters under insufficient information

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Cybernetics and Systems Analysis Aims and scope

Abstract

The paper presents an algorithm to search for the lower bound of the Bayesian estimate of the parameter of exponential distribution in the case where it is known that a priori distribution belongs to the class of all distribution functions with two equal quantiles. This problem arises in sensivity analysis of Bayesian estimates of failure rates to the choice of a priori distribution in the exponential failure model.

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Authors and Affiliations

  1. V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine

    A. N. Golodnikov, Yu. M. Ermoliev & P. S. Knopov

Authors
  1. A. N. Golodnikov
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  2. Yu. M. Ermoliev
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  3. P. S. Knopov
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Corresponding author

Correspondence to A. N. Golodnikov.

Additional information

Translated from Kibernetika i Sistemnyi Analiz, No. 3, pp. 109–125, May–June 2010.

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Golodnikov, A.N., Ermoliev, Y.M. & Knopov, P.S. Estimating reliability parameters under insufficient information. Cybern Syst Anal 46, 443–459 (2010). https://doi.org/10.1007/s10559-010-9219-9

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