One-Sample Bayesian Predictive Interval of Future Ordered Observations for the Pareto Distribution
學年 94
學期 2
出版（發表）日期 2006-05-12
作品名稱 One-Sample Bayesian Predictive Interval of Future Ordered Observations for the Pareto Distribution
作品名稱（其他語言）
著者 Wu, Shu-fei; Wu, Chung-wu
單位 淡江大學統計學系
出版者 Springer
著錄名稱、卷期、頁數 Quality and Quantity 41(2),　p.251-263
摘要 Nigm et al. (2003, statistics 37: 527–536) proposed Bayesian method to obtain predictive interval of future ordered observation Y (j) (r < j≤ n ) based on the right type II censored samples Y (1) < Y (2) < ... < Y (r) from the Pareto distribution. If some of Y (1) < ... < Y (r-1) are missing or false due to artificial negligence of typist or recorder, then Nigm et al.’s method may not be an appropriate choice. Moreover, the conditional probability density function (p.d.f.) of the ordered observation Y (j) (r < j ≤ n ) given Y (1) <Y (2) < ... < Y (r) is equivalent to the conditional p.d.f. of Y (j) (r < j ≤ n ) given Y (r). Therefore, we propose another Bayesian method to obtain predictive interval of future ordered observations based on the only ordered observation Y (r), then compares the length of the predictive intervals when using the method of Nigm et al. (2003, statistics 37: 527–536) and our proposed method. Numerical examples are provided to illustrate these results.
關鍵字 right type II censored sample;Bayesian predictive interval;pareto distribution;one-sample problem
語言 en
ISSN 0033-5177
期刊性質 國外
收錄於
產學合作
通訊作者
審稿制度 否
國別 NLD
公開徵稿
出版型式 ,電子版
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