Objective Bayesian analysis of the Frechet stress–strength model

Kamran Abbas and Yincai Tang

Statistics & Probability Letters, 2014, vol. 84, issue C, 169-175

Abstract: Several reference priors and a general form of matching priors are derived for a stress–strength system, and it is concluded that none of the reference priors is a matching prior. The study shows that the matching prior performs better than Jeffreys prior and reference priors in meeting the target coverage probabilities.

Keywords: Frechet distribution; Reference priors; Matching priors; Jeffreys prior; Bayesian inference (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1016/j.spl.2013.09.014

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