Sinha, Pankaj and Jayaraman, Prabha (2009): Bayes reliability measures of Lognormal and inverse Gaussian distributions under MLII εcontaminated class of prior distributions.

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Abstract
In this paper we employ MLII εcontaminated class of priors to study the sensitivity of Bayes Reliability measures for an Inverse Gaussian (IG) distribution and Lognormal (LN) distribution to misspecification in the prior. The numerical illustrations suggest that reliability measures of both the distributions are not sensitive to moderate amount of misspecification in prior distributions belonging to the class of MLII εcontaminated.
Item Type:  MPRA Paper 

Original Title:  Bayes reliability measures of Lognormal and inverse Gaussian distributions under MLII εcontaminated class of prior distributions 
English Title:  Bayes reliability measures of Lognormal and inverse Gaussian distributions under MLII εcontaminated class of prior distributions 
Language:  English 
Keywords:  Bayes reliability, MLII εcontaminated prior 
Subjects:  C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C13  Estimation: General C  Mathematical and Quantitative Methods > C4  Econometric and Statistical Methods: Special Topics > C44  Operations Research; Statistical Decision Theory C  Mathematical and Quantitative Methods > C0  General > C02  Mathematical Methods C  Mathematical and Quantitative Methods > C4  Econometric and Statistical Methods: Special Topics > C46  Specific Distributions; Specific Statistics C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C11  Bayesian Analysis: General C  Mathematical and Quantitative Methods > C0  General > C01  Econometrics 
Item ID:  16528 
Depositing User:  Pankaj Sinha 
Date Deposited:  02. Aug 2009 02:12 
Last Modified:  11. Feb 2013 10:45 
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URI:  http://mpra.ub.unimuenchen.de/id/eprint/16528 