Sankhya: The Indian Journal of Statistics
1996, Volume 58, Series B, Pt. 2, pp. 363--378
BAYESIAN ANALYSIS OF INVERSE GAUSSIAN NON-LINEAR REGRESSION BY SIMULATION
S. K. UPADHYAY, R. AGRAWAL, Benaras Hindu University, Varanasi
A. F. M. SMITH, Imperial College, London
SUMMARY. This paper examines and illustrates two simulation methods, namely the Gibbs sampler and sampling importance-resampling, for the Bayesian analysis of an inverse Gaussian nonlinear regression model commonly arising in accelerated life testing experiments. The approaches are conceptually simple and have wide applicability from the perspective of reliability practitioners.
AMS (1991) subject classification. 62F15, 62J02.
Key words and phrases. Accelerated testing, Gibbs sampler, sampling-importance-resampling, inverse Gaussian non-linear regression.
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