Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Noninformative Priors for Stress-Strength System in the Burr-Type X Model

  • Kim, Dal-Ho (Department of Statistics, Kyungpook National University) ;
  • Kang, Sang-Gil (Department of Statistics, Kyungpook National University) ;
  • Cho, Jang-Sik (Department of Statistics, Kyungsung University)
  • Published : 2000.03.01
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Abstract

In this paper, we develop noninformative priors that are used for estimating the reliability of stress-strength system under the Burr-type X model. A class of priors is found by matching the coverage probabilities of one-sided Bayesian credible interval with the corresponding frequentist coverage probabilities. It turns out that the reference prior as well as the Jeffreys prior are the second order matching prior. The propriety of posterior under the noninformative priors is proved. The frequentist coverage probabilities are investigated for samll samples via simulation study.

Keywords

References

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