
KCI등재
학술저널
Nonparametric Bayesian Approach for P(Y₁<Y₂) Under the Dirichlet Process Prior
- 한국자료분석학회
- Journal of The Korean Data Analysis Society (JKDAS)
- Vol.8 No.4
- : KCI등재
- 2006.08
- 1351 - 1359 (9 pages)
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