PREPOSTERIOR ANALYSIS OF BAYES ESTIMATORS OF MEAN-LIFE
成果类型：
Article
署名作者：
BARLOW, RE; WU, AS
署名单位：
University of California System; University of California Berkeley
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1981
页码：
403410
关键词：
摘要：
In considering life test experiments from a behavioristic Bayes viewpoint, one may speculate on the effect of model misspecification on the posterior mean under alternative stopping rules. Under the life distribution model, the mean of the posterior is expected to equal the mean of the prior. If the model may be misspecified, this equality is no longer expected. For Bayes estimators of mean life under the exponential model and general priors on mean life, it is expected, based on a preposterior analysis, that the mean of the posterior will increase with sample size when the true model has an increasing failure rate and certain fixed stopping rules are used. For Bayes estimators of mean life based on the natural conjugate prior for the exponential model and complete samples, the Bayes risk is less when the coefficient of variation is less than for the exponential model. Recommendations relative to use of life test sampling plans based on an exponential model are made.