Testing for a generalized Pareto process
نویسندگان
چکیده
منابع مشابه
CONSTANT STRESS ACCELERATED LIFE TESTING DESIGNWITH TYPE-II CENSORING SCHEME FOR PARETO DISTRIBUTION USING GEOMETRIC PROCESS
In many of the studies concerning Accelerated life testing (ALT), the log linear function between life and stress which is just a simple re-parameterization of the original parameter of the life distribution is used to obtain the estimates of original parameters but from the statistical point of view, it is preferable to work with the original parameters instead of developing inferences for the...
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In many of the studies concerning Accelerated life testing (ALT), the log linear function between life and stress which is just a simple re-parameterization of the original parameter of the life distribution is used to obtain the estimates of original parameters but from the statistical point of view, it is preferable to work with the original parameters instead of developing inferences for the...
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Generalized Pareto distribution play an important role in reliability, extreme value theory, and other branches of applied probability and statistics. This family of distributions includes exponential distribution, Pareto distribution, and Power distribution. In this paper, we established exact expressions and recurrence relations satisfied by the quotient moments of generalized order statistic...
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We propose a generalized double Pareto prior for Bayesian shrinkage estimation and inferences in linear models. The prior can be obtained via a scale mixture of Laplace or normal distributions, forming a bridge between the Laplace and Normal-Jeffreys' priors. While it has a spike at zero like the Laplace density, it also has a Student's t-like tail behavior. Bayesian computation is straightforw...
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This article contains the optimum 3 step stress accelerated life test under cumulative exposure model. The lifetimes of test units are assumed to follow a generalized Pareto distribution. The scale parameter of the used failure time distribution at the constant stress level is assumed to have a log-linear and quadratic relationship with the stress. A comparison between linear plan and quadratic...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2012
ISSN: 1935-7524
DOI: 10.1214/12-ejs728