期刊論文
| 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 |
| 作品名稱（其他語言） | |
| 著者 | Singh, Sukhdev; Tripathi, Yogesh Mani; Wu, Shuo-Jye |
| 單位 | |
| 出版者 | |
| 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 |
| 產學合作 | |
| 通訊作者 | Wu, Shuo-Jye |
| 審稿制度 | 是 |
| 國別 | GBR |
| 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/987654321/110426 ) |