نتایج جستجو برای: bayes predictive estimators

تعداد نتایج: 182115  

2008
Carlos M. Carvalho C. M. CARVALHO

In this paper, we propose a class of Bayes estimators for the covariance matrix of graphical Gaussian models Markov with respect to a decomposable graph G. Working with the WPG family defined by Letac and Massam [Ann. Statist. 35 (2007) 1278–1323] we derive closed-form expressions for Bayes estimators under the entropy and squared-error losses. The WPG family includes the classical inverse of t...

2003
Antonietta Mira Geoff Nicholls

to estimate the value taken by a probability density at a point in the state space. When the normalisation of the prior density is known, this value may be used to estimate a Bayes factor. It is shown that the multi-block Metropolis-Hastings estimators of Chib and Jeliazkov (2001) are bridge sampling estimators. This identification leads to estimators for the quantity of interest which may be s...

Journal: :Data Science Journal 2013
Kamran Abbas Jiayu Fu Yincai Tang

In this paper we consider the Bayesian estimators for the unknown parameters of Gumbel type-II distribution. The Bayesian estimators cannot be obtained in closed forms. Approximate Bayesian estimators are computed using the idea of Lindley’s approximation under different loss functions. The approximate Bayes estimates obtained under the assumption of non-informative priors are compared with the...

Journal: :Journal of Economics and Administrative Sciences 2018

Journal: :The Annals of Mathematical Statistics 1971

2007
Mario V. Wüthrich

We consider the chain ladder reserving method in a Bayesian set up, which allows for combining individual claims development data with portfolio information as for instance development patterns from industry-wide data. We derive the Bayes estimators and the credibility estimators within this Bayesian framework. We show that the credibility estimators are exact Bayesian in the case of the expone...

2009
Gyan Prakash

We derive some shrinkage test-estimators and the Bayes estimators for the shape parameter of a Pareto distribution under the general entropy loss (GEL) function. The properties have been studied in terms of relative efficiency. The choices of shrinkage factor are also suggested.

Journal: :J. Multivariate Analysis 2009
Yuzo Maruyama William E. Strawderman

We derive minimax generalized Bayes estimators of regression coefficients in the general linear model with spherically symmetric errors under invariant quadratic loss for the case of unknown scale. The class of estimators generalizes the class considered in Maruyama and Strawderman (2005) to include non-monotone shrinkage functions. AMS subject classification: Primary 62C20, secondary 62J07

2015
Wajiha Nasir Muhammad Aslam

Scale parameter of Log logistic distribution has been studied using Bayesian approach. Posterior distribution has derived by using non informative prior. Posterior distribution is not in close form so we have work with quadrature numerical integration. Various loss functions has been utilized to derive the Bayes estimators and their corresponding risks. Simulation study has been performed to co...

2010
VASILE PREDA EUGENIA PANAITESCU ALINA CONSTANTINESCU Vasile Preda Eugenia Panaitescu Alina Constantinescu

For Modified-Weibull distribution we have obtained the Bayes Estimators of scale and shape parameters using Lindley's approximation (L-approximation) under various loss functions. The proposed estimators have been compared with the corresponding MLE for their risks based on corresponding simulated samples. Key-Words: Bayesian estimation, Lindley's approximation, Maximum likelihood estimates, Mo...

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