Computing Bayesian predictive distributions: The K-square and K-prime distributions

نویسندگان

  • Jacques Poitevineau
  • Bruno Lecoutre
چکیده

The computation of two Bayesian predictive distributions which are discrete mixtures of incomplete beta functions is considered. The number of iterations can easily become large for these distributions and thus, the accuracy of the result can be questionable. Therefore, existing algorithms for that class of mixtures are improved by introducing round-off error calculation into the stopping rule. A further simple modification is proposed to deal with possible underflows that may prevent recurrence to work properly.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Non-linear Bayesian prediction of generalized order statistics for liftime models

In this paper, we obtain  Bayesian prediction intervals as well as Bayes predictive estimators under square error loss for generalized order statistics when the distribution of the underlying population belongs to a family which includes several important distributions.

متن کامل

Implementing Bayesian predictive procedures: The K-prime and K-square distributions

The implementation of Bayesian predictive procedures under standard normal models is considered. Two distributions are of particular interest, the K-prime and Ksquare distributions. They also give exact inferences for simple and multiple correlation coefficients. Their cumulative distribution functions can be expressed in terms of infinite series of multiples of incomplete beta function ratios,...

متن کامل

Bayesian Estimation of Reliability of the Electronic Components Using Censored Data from Weibull Distribution: Different Prior Distributions

The Weibull distribution has been widely used in survival and engineering reliability analysis. In life testing experiments is fairly common practice to terminate the experiment before all the items have failed, that means the data are censored. Thus, the main objective of this paper is to estimate the reliability function of the Weibull distribution with uncensored and censored data by using B...

متن کامل

Bayesian Estimates of Genetic Relationships between Growth Curve Parameters in Shall Sheep via Gibbs Sampling

The objective of this study was to estimate variance components and genetic parameters for growth curve parameters in Shall sheep. Studied traits were parameters of Brody growth model which included A (asymptotic mature weight), B (initial animal weight) and K (maturation rate). The data set and pedigree information used in this study were obtained from the Animal Breeding Center of Iran and co...

متن کامل

The Family of Scale-Mixture of Skew-Normal Distributions and Its Application in Bayesian Nonlinear Regression Models

In previous studies on fitting non-linear regression models with the symmetric structure the normality is usually assumed in the analysis of data. This choice may be inappropriate when the distribution of residual terms is asymmetric. Recently, the family of scale-mixture of skew-normal distributions is the main concern of many researchers. This family includes several skewed and heavy-tailed d...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2008