Bayes estimation of Moran–Downton bivariate exponential distribution based on censored samples

In this paper, we discuss a Bayesian estimation procedure for the parameters in a Moran–Downton bivariate exponential distribution based on complete and censored samples. A Markov-chain Monte Carlo method is used to obtain the Bayes estimates of the parameters. An intensive simulation experiment is conducted to study the performance of the proposed Bayesian estimation procedure. Discussions and suggestions are provided based on the simulation results. A numerical example is presented to illustrate the Bayesian estimation procedure developed here and some concluding remarks are provided.