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Bayesian multiple change-point estimation for exponential distribution with truncated and censored data. (English) Zbl 1462.62179

Summary: This paper considers the multiple change-point estimation for exponential distribution with truncated and censored data by Gibbs sampling. After all the missing data of interest is filled in by some sampling methods such as rejection sampling method, the complete-data likelihood function is obtained. The full conditional distributions of all parameters are discussed. The means of Gibbs samples are taken as Bayesian estimations of the parameters. The implementation steps of Gibbs sampling are introduced in detail. Finally random simulation test is developed, and the results show that Bayesian estimations are fairly accurate.

MSC:

62F15 Bayesian inference
62D05 Sampling theory, sample surveys
62N01 Censored data models
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