JSM 2003 Online Program

Abstract #300373

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Activity Number:	444
Type:	Contributed
Date/Time:	Thursday, August 7, 2003 : 8:30 AM to 10:20 AM
Sponsor:	Section on Bayesian Stat. Sciences
Abstract - #300373
Title:	Bayesian Estimation and Prediction from Pareto Distribution
Author(s):	Anwar M. Hossain*+ and Hatem A. Howlader
Companies:	New Mexico Institute of Mining and Technology and University of Winnipeg
Address:	Dept. of Mathematics, Socorro, NM, 87801,
Keywords:	Bessel function ; incomplete gamma function ; minimal information prior ; natural conjugate prior ; loss function ; posterior density
Abstract:	This paper derives the Highest Posterior Density (HPD) interval for the Pareto parameter and the associated reliability function based on natural conjugate and minimal information priors. The Bayes predictive estimator and the HPD prediction interval for a future observation are also presented. Bessel function of the third kind and its asymptotic expansion have been employed in order to overcome the intractability of the integrals under the minimal information prior.

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