Estimating scale parameters under an order statistics prior

Burkschat Marco (), Kamps Udo () and Kateri Maria ()
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Burkschat Marco: Institute of Mathematical Stochastics, Otto von Guericke Universit,y Magdeburg 39106, Magdeburg Germany
Kamps Udo: Institute of Statistics RWTH, Aachen University, 52056 Aachen, Germany
Kateri Maria: Institute of Statistics RWTH, Aachen University, 52056 Aachen, Germany

Statistics & Risk Modeling, 2013, vol. 30, issue 3, 205-219

Abstract: In a scheme of independent, possibly Type-II censored samples, joint estimation of scale parameters is considered under an order statistics prior leading to strictly ascendingly ordered Bayes estimators. The focus is on deriving handy closed-form expressions for the estimators

Keywords: Erlang distribution; ETED; gamma distribution; location-scale family; sequential order statistics; Weinman multivariate exponential distribution (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1524/strm.2013.1090

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