Bayes Estimation of Change Point in Discrete Maxwell Distribution

Abstract

A sequence of independent lifetimes X1,…,Xm,Xm+1,…,Xn was observed from Maxwell distribution with reliability r1(t) at time t but later, it was found that there was a change in the system at some point of time m and it is reflected in the sequence after Xm by change in reliability r2(t) at time t. The Bayes estimators of m, θ1, θ2 are derived under different asymmetric loss functions. The effects of correct and wrong prior information on the Bayes estimates are studied.