An objective Bayesian analysis of the two-parameter half-logistic distribution based on progressively type-II censored samples

Jung-In Seo and Suk-Bok Kang

Journal of Applied Statistics, 2016, vol. 43, issue 12, 2172-2190

Abstract: This paper develops an objective Bayesian analysis method for estimating unknown parameters of the half-logistic distribution when a sample is available from the progressively Type-II censoring scheme. Noninformative priors such as Jeffreys and reference priors are derived. In addition, derived priors are checked to determine whether they satisfy probability-matching criteria. The Metropolis–Hasting algorithm is applied to generate Markov chain Monte Carlo samples from these posterior density functions because marginal posterior density functions of each parameter cannot be expressed in an explicit form. Monte Carlo simulations are conducted to investigate frequentist properties of estimated models under noninformative priors. For illustration purposes, a real data set is presented, and the quality of models under noninformative priors is evaluated through posterior predictive checking.

Date: 2016
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Citations: View citations in EconPapers (2)

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DOI: 10.1080/02664763.2015.1134446

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