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2016•Communication in Statistics- Theory and MethodsRequires access

E-Bayesian and hierarchical Bayesian estimations for the system reliability parameter based on asymmetric loss function

F. Yousefzadeh

Open publisher page 43 citations

Abstract

This paper explores properties of the E-Bayesian and hierarchical Bayesian estimations of the system reliability parameter. E-Bayesian estimation and hierarchical Bayesian estimation of Pascal distribution's parameter under two loss function, LINEX loss function and entropy loss function can be found. We obtained limits of that the E-Bayesian estimation and hierarchical Bayesian estimation are equal. A Monte Carlo simulation is used to compare performances of the two methods.

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What this paper is about

This paper explores properties of the E-Bayesian and hierarchical Bayesian estimations of the system reliability parameter. E-Bayesian estimation and hierarchical Bayesian estimation of Pascal distribution's parameter under two loss function, LINEX loss function and entropy loss function can be found. We obtained limits of that the E-Bayesian estimation and hierarchical Bayesian estimation are equal. A Monte Carlo simulation is used to compare performances of the two methods.

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OpenAlex reports 43 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

This paper explores properties of the E-Bayesian and hierarchical Bayesian estimations of the system reliability parameter. E-Bayesian estimation and hierarchical Bayesian estimation of Pascal distribution's parameter under two loss function, LINEX loss function and entropy loss function can be found. We obtained limits of that the E-Bayesian estimation and hierarchical Bayesian estimation are equal. A Monte Carlo simulation is used to compare performances of the two methods.

Key concepts: Bayesian probability, Bayes estimator, Bayesian hierarchical modeling, Bayesian linear regression, Statistics, Pascal (unit), Bayesian average, Bayesian statistics

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