摘要:In this paper we propose an objective Bayesian estimation methodology for the pa- rameter of the Poisson-exponential lifetime distribution, which is a new two-parameter lifetime distribution with increasing failure rate. This distribution has an important position on the latent complementary risk problem scenario. We also perform a simula- tion study in order to analyze the frequentist coverage probabilities of credible interval derived from non-sub jective posteriors. The developed procedures are illustrated on a real data set
关键词:Bayesian inference ; Complementary risks ; Exponential distribution ; ; Poisson distribution ; Survival analysis