Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Reference priors for two parameter exponential stress-strength model

  • Kang, Sang-Gil (Department of Data Information, Sangji University) ;
  • Kim, Dal-Ho (Department of Statistics, Kyungpook National University) ;
  • Le, Woo-Dong (Department of Asset Management, Daegu Haany University)
  • Received : 2010.06.29
  • Accepted : 2010.09.15
  • Published : 2010.09.30
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Abstract

In this paper, we develop the noninformative priors for the reliability in a stress-strength model where a strength X and a stress Y have independent exponential distributions with different scale parameters and a common location parameter. We derive the reference priors and prove the propriety of joint posterior distribution under the general prior including the reference priors. Through the simulation study, we show that the proposed reference priors match the target coverage probabilities in a frequentist sense.

Keywords

References

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