Nonparametric Bayesian Approach for P(Y₁<Y₂) Under the Dirichlet Process Prior

We consider the nonparametric Bayesian approach to estimation for the P(Y₁ < Y₂ ) in exponential model using Dirichlet process priors. And we describe Gibbs sampling algorithm for calculating posterior distribution for the reliability. Also we provide a numerical example to illustrate the proposed estimator.

1. Introduction

2. Preliminaries

3. Posterior Sampling in Dirichlet Process Mixtures

4. Illustrative Example

Reference

(0)

(0)

(0)

(0)