Bayesian inference of survival curve from record-breaking observations: Estimation and asymptotic results

Bayesian inference of survival curve from record-breaking observations: Estimation and asymptotic results

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Article ID: iaor1993515
Country: United States
Volume: 38
Issue: 4
Start Page Number: 599
End Page Number: 609
Publication Date: Aug 1991
Journal: Naval Research Logistics
Authors:
Keywords: statistics: inference
Abstract:

In a variety of industrial situations experimental outcomes are only record-breaking observations. The data may be represented as X1,K1,X2,K2,..., where X1,X2,... are the successive minima and K1,K2,... are the number of trials needed to obtain new records. Samaniego and Whitaker discussed the problem of estimating the survival function in both parametric and nonparametric setups when the data consisted of record-breaking observations. This article derives nonparametric Bayes and empirical Bayes estimators of the survival function for such data under a Dirichlet process prior and squared error loss. Furthermore, under the assumptions that the process of observing random records can be replicated, the weak convergence of the Bayes estimator is studied as the number of replications grows large. The calculations involved are illustrated by adopting Proschan’s data on successive failure times of air conditioning units on Boeing aircraft, for the present purpose. The nonparametric maximum likelihood estimators of the survival function for different choices of the prior are displayed for comparison purposes.

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