Bayesian and Fiducial Inference for the Inverse Gaussian Distribution via Gibbs Sampler

SANAA A. ISMAIL; HESHAM A. AUDA

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Bayesian and Fiducial Inference for the Inverse Gaussian Distribution via Gibbs Sampler

机译：通过Gibbs采样器进行高斯逆分布的贝叶斯和基准推断

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This paper presents a kernel estimation of the distribution of the scale parameter of the inverse Gaussian distribution under type Ⅱ censoring together with the distribution of the remaining time. Estimation is carried out via the Gibbs sampling algorithm combined with a missing data approach. Estimates and confidence intervals for the parameters of interest are also presented.

机译：本文给出了在Ⅱ类删减条件下反高斯分布的尺度参数分布及其剩余时间分布的核估计。通过Gibbs采样算法结合缺失数据方法进行估算。还介绍了感兴趣参数的估计值和置信区间。

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《Journal of applied statistics》 |2006年第8期|p.787-805|共19页
作者
SANAA A. ISMAIL; HESHAM A. AUDA;
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作者单位

Faculty of Economics, Cairo University, Giza, Egypt;

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原文格式 PDF
正文语种 eng
中图分类统计学;
关键词
gibbs sampler; bayesian inference; fiducial inference;

机译：吉布斯采样器;贝叶斯推理;基准推理;

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5. A unifying generalization of the inverse Gaussian, reciprocal inverse Gaussian, and Birnbaum-Saunders distributions [D] . Minogue, Camille Diane 1991

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Bayesian and Fiducial Inference for the Inverse Gaussian Distribution via Gibbs Sampler

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