Simple and Accurate Inference for the Mean of the Gamma Model
نویسندگان
چکیده
The two-parameter gamma model is widely used in reliability, environmental, medical and other areas of statistics. It has a two-dimensional sufficient statistic, and a two-dimensional parameter which can be taken to describe shape and mean. This makes it closely comparable to the normal model, but it differs substantially in that the exact distribution for the minimal sufficient statistic is not available. Some recently developed asymptotic theory is used to derive an approximation for observed levels of significance and confidence intervals for the mean parameter of the model. The approximation is as easy to apply as first-order methods, and substantially more accurate. RESUME Le modele gamma a deux parametres est commun ment utilis6 dans les domaines de la fiabilit6, des statistiques environnementales t m6dicales et dans d'autres domaines des statistiques. Ce modele comporte une statistique bi-dimensionnelle suffisante t un parametre bi-dimensionnel qui peut etre pris pour d6crire la forme et la moyenne. Cela le rend 6troitement comparable au modele normal, mais celui-la differe substantiellement de celui-ci en cela que la distribution exacte de la statistique minimale suffisante n'est pas disponible. Nous utilisons de la theorie asymptotique r6cente pour deriver une approximation des nivaux de signification observes et des intervalles de confiance pour le parametre de moyenne du modele. L'approximation est aussi facile ' appliquer que la m6thode du premier ordre, et nettement plus pr6cise.
منابع مشابه
Accurate Inference for the Mean of the Poisson-Exponential Distribution
Although the random sum distribution has been well-studied in probability theory, inference for the mean of such distribution is very limited in the literature. In this paper, two approaches are proposed to obtain inference for the mean of the Poisson-Exponential distribution. Both proposed approaches require the log-likelihood function of the Poisson-Exponential distribution, but the exact for...
متن کاملCoastal Water Level Prediction Model Using Adaptive Neuro-fuzzy Inference System
This paper employs Adaptive Neuro-Fuzzy Inference System (ANFIS) to predict water level that leads to flood in coastal areas. ANFIS combines the verbal power of fuzzy logic and numerical power of neural network for its action. Meteorological and astronomical data of Santa Monica, a coastal area in California, U. S. A., were obtained. A portion of the data was used to train the ANFIS network, wh...
متن کاملComparison of autoregressive integrated moving average (ARIMA) model and adaptive neuro-fuzzy inference system (ANFIS) model
Proper models for prediction of time series data can be an advantage in making important decisions. In this study, we tried with the comparison between one of the most useful classic models of economic evaluation, auto-regressive integrated moving average model and one of the most useful artificial intelligence models, adaptive neuro-fuzzy inference system (ANFIS), investigate modeling procedur...
متن کاملNew Approaches in 3D Geomechanical Earth Modeling
In this paper two new approaches for building 3D Geomechanical Earth Model (GEM) were introduced. The first method is a hybrid of geostatistical estimators, Bayesian inference, Markov chain and Monte Carlo, which is called Model Based Geostatistics (MBG). It has utilized to achieve more accurate geomechanical model and condition the model and parameters of variogram. The second approach is the ...
متن کاملEvaluating the Reliability of an Accurate Performance in Tray Columns Using Gamma Ray Scanning Technique
The nondestructive techniques are applied to identify important data from the internal process of distillation towers, process towers, pressure vessels and etc. In recent, the gamma-ray scanning techniques as diagnostic tools for scanning of tray columns, packed columns, storage tanks, level measurement and density measurement of containing materials has been used widely. This paper has tried t...
متن کاملA Prioritization Model for HSE Risk Assessment Using Combined Failure Mode, Effect Analysis, and Fuzzy Inference System: A Case Study in Iranian Construction Industry
The unavailability of sufficient data and uncertainty in modeling, some techniques, and decision-making processes play a significant role in many engineering and management problems. Attain to sure solutions for a problem under accurate consideration is essential. In this paper, an application of fuzzy inference system for modeling the indeterminacy involved in the problem of HSE risk assessm...
متن کامل