Nonparametric Bayesian Estimation for the Exponential Lifetime Data under the Type II Censoring

  • Lee, Woo-Dong (Faculty of Information Science, Kyungsan University) ;
  • Kim, Dal-Ho (Department of Statistics, Kyungpook National University) ;
  • Kang, Sang-Gil (Department of Statistics, Kyungpook National University)
  • Published : 2001.08.01

Abstract

This paper addresses the nonparametric Bayesian estimation for the exponential populations under type II censoring. The Dirichlet process prior is used to provide nonparametric Bayesian estimates of parameters of exponential populations. In the past, there have been computational difficulties with nonparametric Bayesian problems. This paper solves these difficulties by a Gibbs sampler algorithm. This procedure is applied to a real example and is compared with a classical estimator.

Keywords

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