Bayesian Estimation of Change Point in Inverse Weibull Sequence |
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| Authors: | Mayuri Pandya P. N. Jani |
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| Affiliation: | 1. Department of Statistics , Bhavnagar University , Bhavnagar , India mayuri.dave@rediff.com;3. Department of Statistics , Bhavnagar University , Bhavnagar , India |
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| Abstract: | ![]()
A sequence of independent lifetimes X 1,…, X m , X m+1,…, X n were observed from inverse Weibull distribution with mean stress θ1 and reliability R 1(t 0) at time t 0 but later it was found that there was a change in the system at some point of time m and it is reflected in the sequence after X m by change in mean stress θ1 and in reliability R 2(t 0) at time t 0. The Bayes estimators of m, R 1(t 0) and R 2(t 0) are derived when a poor and a more detailed prior information is introduced into the inferential procedure. The effects of correct and wrong prior information on the Bayes estimators are studied. |
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| Keywords: | Bayes estimates Change point Inverse Weibull distribution |
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