Sensitivity of Bayes Estimates of Reliability and Reliable Life to a Non Standard Prior

  • Ashok K. Bansal University of Delhi, Delhi
  • Pankaj Sinha University of Delhi, Delhi
Keywords: Robustness, Waller data

Abstract

Robustness of Bayes estimate of reliability function and the reliable life by employing Edgeworth-gamma class of priors for the unknown mean and precision of normal population of failure times, have been investigated. The effect of a moderately non-normal prior for Martz and Waller data has been noted to be insignificantly small.

Author Biographies

Ashok K. Bansal, University of Delhi, Delhi
Dr Ashok K Bansal is a Reader in the Department of Statistics, University of Delhi. His research interests are: robustness of classical and Bayesian inference, statistical prediction theory, and Bayesian analysis of linear models . Dr Bansal has a number of research papers to his credit, published in the national and international journals.
Pankaj Sinha, University of Delhi, Delhi
Mr Pankaj Sinha is currently doing post-doctoral work after having submitted the PhD thesis to the University of Delhi. His research interests are : statistical prediction analysis in Bayesian framework and , robustness of Bayes decisions to non-normality in prior distributions.
Published
2013-01-01
How to Cite
Bansal, A., & Sinha, P. (2013). Sensitivity of Bayes Estimates of Reliability and Reliable Life to a Non Standard Prior. Defence Science Journal, 42(2), 121-125. https://doi.org/10.14429/dsj.42.4369
Section
Biomedical Sciences