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    题名: One-Sample Bayesian Predictive Interval of Future Ordered Observations for the Pareto Distribution
    作者: Wu, J. W.;吳淑妃;Wu, Shu-fei;Yu, C. M.
    贡献者: 淡江大學統計學系
    日期: 2007-04-01
    上传时间: 2009-11-30 12:53:01 (UTC+8)
    出版者: Springer
    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.
    關聯: Quality and Quantity 41(2), pp.251-263
    DOI: 10.1007/s11135-006-9001-2
    显示于类别:[統計學系暨研究所] 期刊論文
    [統計學系暨研究所] 期刊論文

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