期刊論文
學年 | 94 |
---|---|
學期 | 2 |
出版(發表)日期 | 2006-05-12 |
作品名稱 | Bayesian one-sample predictive interval of future ordered observations for the Pareto distribution |
作品名稱(其他語言) | |
著者 | Wu, Shu-fei |
單位 | 淡江大學統計學系 |
出版者 | |
著錄名稱、卷期、頁數 | Quality & Quantity 41, 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 | 1573-7845 |
期刊性質 | 國外 |
收錄於 | SCI |
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,紙本 |
相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/69176 ) |