Evaluation of evidence for dynamic systems based on Bayes factors with an application

Stochastic Models in Probability and Statistics

مقاله 3، دوره 2، شماره 1 - شماره پیاپی 3، مهر 2025، صفحه 41-56   

نوع مقاله: Original Article

شناسه دیجیتال (DOI): 10.22067/smps.2025.90268.1029

نویسندگان

Majid Hashempour^{* 1}؛ Mahdi Doostparast²

¹Department of Statistics, University of Hormozgan, Bandar Abbas, Iran

²Department of Statistics‎, ‎School of Mathematical Sciences‎, ‎Ferdowsi University of Mashhad, ‎ Mashhad, Iran

چکیده

‎‎This paper deals with the computation of Bayes factors (BFs) based on sequential order‎ ‎statistics arising from homogeneous exponential populations‎. ‎Explicit expressions for the BFs are‎ ‎derived from the chi-square and the Poisson distribution functions‎. ‎Some approximations for the‎ ‎derived BFs are also proposed‎. ‎A simulated data set is analyzed using the obtained results‎. ‎Open problems are also mentioned‎. ‎The findings of this paper may be used for assessing evidence  ‎in the available data in various fields such as reliability analyses of engineering systems and‎ ‎life testing experiments‎.

کلیدواژه‌ها

Bayes Factor؛ Exponential model؛ Hypotheses testing؛ Likelihood ratio؛ Sequential order statistics

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