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http://dx.doi.org/10.5351/CKSS.2011.18.4.467

Noninformative Priors for the Stress-Strength Reliability in the Generalized Exponential Distributions  

Kang, Sang-Gil (Department of Computer and Data Information, Sangji University)
Kim, Dal-Ho (Department of Statistics, Kyungpook National University)
Lee, Woo-Dong (Department of Asset Management, Daegu Haany University)
Publication Information
Communications for Statistical Applications and Methods / v.18, no.4, 2011 , pp. 467-475 More about this Journal
Abstract
This paper develops the noninformative priors for the stress-strength reliability from one parameter generalized exponential distributions. When this reliability is a parameter of interest, we develop the first, second order matching priors, reference priors in its order of importance in parameters and Jeffreys' prior. We reveal that these probability matching priors are not the alternative coverage probability matching prior or a highest posterior density matching prior, a cumulative distribution function matching prior. In addition, we reveal that the one-at-a-time reference prior and Jeffreys' prior are actually a second order matching prior. We show that the proposed reference prior matches the target coverage probabilities in a frequentist sense through a simulation study and a provided example.
Keywords
Generalized exponential model; matching prior; reference prior; stress-strength reliability;
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Times Cited By KSCI : 2  (Citation Analysis)
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