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Bayesian model selection of lifetime models using fractional Bayes factors with type II censored data. (Korean. English summary) Zbl 1262.62050

Summary: We propose three estimators of Kullback-Leibler information functions using data from accelerated life tests. This acceleration model is assumed to be a tampered random variable model. Some asymptotic properties of the proposed estimators are proved. Simulations are performed for comparing the small sample properties of the proposed estimators under conditions of accelerated life tests.

MSC:

62F15 Bayesian inference
62N05 Reliability and life testing
62F12 Asymptotic properties of parametric estimators
65C60 Computational problems in statistics (MSC2010)