Bayesian estimation and prediction based on lognormal record values

淡江大學機構典藏 > 商管學院 > 統計學系暨研究所 > 期刊論文 > Item 987654321/110426

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題名:	Bayesian estimation and prediction based on lognormal record values
作者:	Singh, Sukhdev;Tripathi, Yogesh Mani;Wu, Shuo-Jye
關鍵詞:	Asymptotic confidence interval;Bayesian estimation;equal-tail interval;highest posterior density interval;inter-record times;prediction
日期:	2017-03
上傳時間:	2017-06-28 02:10:21 (UTC+8)
出版者:	Routledge
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.
關聯:	Journal of Applied Statistics 44(5), p. 916-940
DOI:	10.1080/02664763.2016.1189520
顯示於類別:	[統計學系暨研究所] 期刊論文

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