Local parametric sensitivity for mixture models of lifetime distributions

M.J. Rufo, Pérez, C.J. and Martín, J.

Reliability Engineering and System Safety, 2009, vol. 94, issue 7, 1238-1244

Abstract: Mixture models are receiving considerable significance in the last years. Practical situations in reliability and survival analysis may be addressed by using mixture models. When making inferences on them, besides the estimates of the parameters, a sensitivity analysis is necessary. In this paper, a general technique to estimate local prior sensitivities in finite mixtures of distributions from natural exponential families having quadratic variance function (NEF-QVF) is proposed. Those families include some distributions of wide use in reliability theory. An advantage of this method is that it allows a direct implementation of the sensitivity measure estimates and their errors. In addition, the samples that are drawn to estimate the parameters in the mixture model are re-used to estimate the sensitivity measures and their errors. An illustrative application based on insulating fluid failure data is shown.

Keywords: Bayesian inference; Finite mixture; MCMC; Natural exponential family; Parametric sensitivity (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:94:y:2009:i:7:p:1238-1244

DOI: 10.1016/j.ress.2008.05.002

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