Abstract:
In this thesis, we consider type-I mixtures of the members of a subclass of one parameter
exponential family. This subclass includes Exponential, Rayleigh, Pareto, a Burr type XII and
Power function distributions. Except the Exponential, mixtures of distributions of this
subclass get either no or least attention in literature so far.
The elegant closed form expressions for the Bayes estimators of the parameters of
each of these mixtures are presented along with their variances assuming uninformative and
informative priors. The proposed informative Bayes estimators emerge advantageous in terms
of their least standard errors. An extensive simulation study is conducted for each of these
mixtures to highlight the properties and comparison of the proposed Bayes estimators in terms
of sample sizes, censoring rates, mixing proportions and different combinations of the
parameters of the component densities. A type-IV sample consisting of ordinary type-I, right
censored observations is considered. Bayesian analysis of the real life mixture data sets is
conducted as an application of each mixture and some interesting observations and
comparisons have been observed.
The systems of non-linear equations to evaluate the classical maximum likelihood
estimates, the components of the information matrices, complete sample expressions, the
posterior predictive distributions and the equations for the evaluation of the Bayesian
predictive intervals are derived for each of these mixtures as relevant algebra. The predictive
intervals are evaluated in case of the Rayleigh mixture only for a number of combinations of
the hyperparameters to look for a trend among the hyperparameters that may lead towards an
efficient estimation.
