In this paper, the two-parameter Marshall-Olkin Extended Weibull (MOEW) model is considered to analyze the software reliability data. The Markov Chain Monte Carlo (MCMC) method is used to compute the Bayes estimates of the model parameters. In this paper, it is assumed that the parameters have non-informative set of priors and they are independently distributed. Under the above priors, we use G...

The paper deals with nonparametric Bayes estimators in the KoziolGreen model of random censorship. A gamma process is assumed as a prior distribution for cumulative hazard rate and the Bayes estimator incorporating the proportional hazards censorship property of the model is presented. The estimator is also applied to two data sets from literature.

A flexible nonparametric regression model is considered in which the response depends linearly on some covariates, with regression coefficients as additive functions of other covariates. Polynomial spline estimators are proposed for the unknown coefficient functions, with optimal univariate mean square convergence rate under geometric mixing condition. Consistent model selection method is also ...

We consider the nonparametric functional estimation of the drift of a Gaussian process via minimax and Bayes estimators. In this context, we construct superefficient estimators of Stein type for such drifts using the Malliavin integration by parts formula and superharmonic functionals on Gaussian space. Our results are illustrated by numerical simulations and extend the construction of James–St...

In this paper, the two-parameter Pham(Loglog) model is considered to analyze the software reliability data. The Markov Chain Monte Carlo (MCMC) method is used to compute the Bayes estimates of the model parameters. It has been assumed that the parameters have gamma priors and they are independently distributed. Under the above priors, Gibbs algorithm in OpenBUGS has been applied to generate MCM...

Discussion Papers are a series of manuscripts in their draft form. They are not intended for circulation or distribution except as indicated by the author. For that reason Discussion Papers may not be reproduced or distributed without the written consent of the author. Summary Our investigation concerns the estimation of predictive densities and a study of efficiency as measured by the frequent...

The paper deals with construction of exact confidence intervals for the variance component σ 1 and ratio θ of variance components σ 1 and σ in mixed linear models for the family of normal distributions Nt (0, σ 2 1 W + σ2It). This problem essentially depends on algebraic structure of the covariance matrix W (see Gnot and Michalski, 1994, Michalski and Zmyślony, 1996). In the paper we give two c...

In this paper we study inference for a conditional model with a jump in the conditional density, where the location and size of the jump are described by regression lines. This interesting structure is shared by several structural econometric models. Two prominent examples are the standard auction model where density jumps from zero to a positive value, and the equilibrium job search model, whe...

In this paper, we propose a class of Bayes estimators for the covariance matrix of graphical Gaussian models Markov with respect to a decomposable graph G. Working with the WPG family defined by Letac and Massam [Ann. Statist. 35 (2007) 1278–1323] we derive closed-form expressions for Bayes estimators under the entropy and squared-error losses. The WPG family includes the classical inverse of t...