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

Stochastic Models in Probability and Statistics

مقالات آماده انتشار، پذیرفته شده، انتشار آنلاین از تاریخ 03 اردیبهشت 1404   

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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