Bayesian Estimation of the Reliability Function of a Two-parameter Cauchy distribution.

Document Type : Original Article

Author

Dep.of Mathematics,Faculty of Science for Girls, Eldaamam, Saudi Arabia

Abstract


            In this paper, we obtained an approximate Bayes procedure for the estimation of the reliability function of a two-parameter Cauchy distribution under a predictive distribution approach of Sinha and Guttman (1988) using Jeffrys' non-informative prior. Based on a Monto Carlo study and Mathematica programs, such approximate Bayes estimator is compared with those of Howlader and Weiss (1988b) and Maximum likelihood.

Keywords