Bayes Estimation of Shift Point in Geometric Sequence |
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Authors: | J. B. Shah M. N. Patel |
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Affiliation: | 1. Department of Statistics , R. J. Tibrewal College , Gujarat, India jayesh782@gmail.com;3. Department of Statistics , School of Sciences, Gujarat University , Gujarat, India |
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Abstract: | A sequence of independent lifetimes X 1, X 2,…, X m , X m+1,… X n were observed from geometric population with parameter q 1 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 parameter q 2. The Bayes estimates of m, q 1, q 2, reliability R 1 (t) and R 2 (t) at time t are derived for symmetric and asymmetric loss functions under informative and non informative priors. A simulation study is carried out. |
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Keywords: | Asymmetric loss functions Bayes estimator Geometric distribution Shift point Simulation |
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