Reliability Estimation of a Two Mixture Exponential Model Using Gibbs sampler

  • Published : 1998.11.01

Abstract

A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. This data augmentation approach facilitates the specification of the transitional measure in the Markov Chain. Bayesian analysis of the mixture exponential model discusses using the Gibbs sampler. Parameter and reliability estimators are obtained. A numerical study is provided.

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