Li Yalan, Xu Ancha. Bayesian Statistical Analysis and Application of Masked Data based on Pareto Distribution[J]. Chinese Journal of Applied Probability and Statistics, 2015, 31(3): 267-276.
Citation: Li Yalan, Xu Ancha. Bayesian Statistical Analysis and Application of Masked Data based on Pareto Distribution[J]. Chinese Journal of Applied Probability and Statistics, 2015, 31(3): 267-276.

Bayesian Statistical Analysis and Application of Masked Data based on Pareto Distribution

  • In this paper Bayesian statistical analysis of masked data is considered based on the Pareto distribution. The likelihood function is simplified by introducing auxiliary variables, which describe the causes of failure. Three Bayesian approaches (Bayes using subjective priors, hierarchical Bayes and empirical Bayes) are utilized to estimate the parameters, and we compare these methods by analyzing a real data. Finally we discuss the method of avoiding the choice of the hyperparameters in the prior distributions.
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