SEARCH FOR THE UPPER BOUND OF BAYESIAN ESTIMATES OF THE PARAMETER IN AN EXPONENTIAL FAILURE MODEL WITH TWO KNOWN QUANTILES OF AN A PRIORI DISTRIBUTION FUNCTION

摘要

A fast exact algorithm of searching for the upper bound of Bayesian estimates for the parameter of the exponential distribution under the condition that an a priori distribution belongs to the class of all distribution functions with two equal quantiles. This problem arises in analyzing the sensitivity of Bayesian estimates to the choice of an a priori distribution in an exponential failure model.