Partial Bayes Estimation of Two Parameter Gamma Distribution Under Non-Informative Prior
نویسندگان
چکیده
In Bayesian analysis, empirical and hierarchical methods are two main approaches for the estimation of parameter(s) involved in prior distribution one parameter. But multi-parameter model, e.g., Gamma(α, p), where both parameters unknown, idea ‘Partial Bayes (PB) Estimation’ is introduced. When we do no have proper belief regarding joint variable when estimating parameter presence others, such method may be used. Partial scale p done by putting estimate another α obtained some other classical case Gamma distribution. Using non-informative computing risk, it found that estimator has less risk than estimator. For this, simulation studies choices shape values been done. parameter, posterior mean variance evaluated through simulations to obtain with known Finally after fifitting this distribution, real datasets illustrated see performance
منابع مشابه
ESTIMATION OF SCALE PARAMETER UNDER A REFLECTED GAMMA LOSS FUNCTION
In this paper, the estimation of a scale parameter t under a new and bounded loss function, based on a reflection of the gamma density function, is discussed. The best scale-invariant estimator of tis obtained and the admissibility of all linear functions of the sufficient statistic, for estimating t in the absence of a nuisance parameter, is investigated
متن کاملEstimation of parameter of proportion in Binomial Distribution Using Adjusted Prior Distribution
Historically, various methods were suggested for the estimation of Bernoulli and Binomial distributions parameter. One of the suggested methods is the Bayesian method, which is based on employing prior distribution. Their sound selection on parameter space play a crucial role in reducing posterior Bayesian estimator error. At times, large scale of the parametric changes on parameter space bring...
متن کاملParameter Estimation in Multivariate Gamma Distribution
Multivariate gamma distribution finds abundant applications in stochastic modelling, hydrology and reliability. Parameter estimation in this distribution is a challenging one as it involves many parameters to be estimated simultaneously. In this paper, the form of multivariate gamma distribution proposed by Mathai and Moschopoulos [9] is considered. This form has nice properties in terms of mar...
متن کاملBayesian Estimation of Two-Component Mixture of Gumbel Type II Distribution under Informative Priors
In this paper, the Bayesian estimation of the parameters of mixture of two components of Gumbel type II distribution has been considered. A heterogeneous population has been modeled by means of two components mixture of the Gumbel type II distribution under type I censored data. The Bayes estimators of the said parameters have been derived under the assumption of informative priors using differ...
متن کاملBayesian Estimation of Shift Point in Shape Parameter of Inverse Gaussian Distribution Under Different Loss Functions
In this paper, a Bayesian approach is proposed for shift point detection in an inverse Gaussian distribution. In this study, the mean parameter of inverse Gaussian distribution is assumed to be constant and shift points in shape parameter is considered. First the posterior distribution of shape parameter is obtained. Then the Bayes estimators are derived under a class of priors and using variou...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistics, Optimization and Information Computing
سال: 2021
ISSN: ['2310-5070', '2311-004X']
DOI: https://doi.org/10.19139/soic-2310-5070-1110