Sensitivity and Asymptotic Properties of Bayesian Reliability Estimates in the Exponential Case

摘要

The paper presents decision theoretic approaches to estimation problems. In many applications of reliability and life testing, such loss functions are inappropriate. Alternative loss functions which appear to be more suited to the intended application are proposed and Bayesian estimates of the exponential parameter are obtained for these. Asymptotic expansions of such estimators are given and compared with estimators given in the literature. Reprints. (kr)