Bayesian estimation and prediction based on lognormal record values
學年 105
學期 2
出版(發表)日期 2017-03-01
作品名稱 Bayesian estimation and prediction based on lognormal record values
著者 Singh, Sukhdev; Tripathi, Yogesh Mani; Wu, Shuo-Jye
著錄名稱、卷期、頁數 Journal of Applied Statistics 44(5), p. 916-940
摘要 In this paper we consider the problems of estimation and prediction when observed data from a lognormal distribution are based on lower record values and lower record values with inter-record times. We compute maximum likelihood estimates and asymptotic confidence intervals for model parameters. We also obtain Bayes estimates and the highest posterior density (HPD) intervals using noninformative and informative priors under square error and LINEX loss functions. Furthermore, for the problem of Bayesian prediction under one-sample and two-sample framework, we obtain predictive estimates and the associated predictive equal-tail and HPD intervals. Finally for illustration purpose a real data set is analyzed and simulation study is conducted to compare the methods of estimation and prediction.
關鍵字 Asymptotic confidence interval; Bayesian estimation; equal-tail interval; highest posterior density interval; inter-record times; prediction
語言 en
ISSN 0266-4763; 1360-0532
期刊性質 國外
收錄於 SCI
通訊作者 Wu, Shuo-Jye
國別 GBR
出版型式 ,電子版,紙本

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SDGS 產業創新與基礎設施