نتایج جستجو برای: generalized bayes estimator

تعداد نتایج: 211419  

ژورنال: پژوهش های ریاضی 2017
shams, mehdi,

Based on a given Bayesian model of multivariate normal with  known variance matrix we will find an empirical Bayes confidence interval for the mean vector components which have normal distribution. We will find this empirical Bayes confidence interval as a conditional form on ancillary statistic. In both cases (i.e.  conditional and unconditional empirical Bayes confidence interval), the empiri...

Journal: :Communications for Statistical Applications and Methods 2013

Journal: :international journal of industrial mathematics 0
m. rajaei ‎salmasi‎ department of statistics, science and research branch, islamic azad university, tehran, ‎iran‎. g. yari department of mathematics, iran university of science and technology, tehran, ‎iran.‎

‎the aim of this paper is to study distribution of ratios of generalized order statistics from pareto distribution. parameter estimation of pareto distribution based on generalized order statistics and ratios of them have been obtained. inferences using method of moments and unbiased estimator have been obtained to develop point estimations. consistency of unbiased estimator has been illustrate...

2006
RUITAO LIU

Consider a parametric statistical model P (dx|θ) and an improper prior distribution ν(dθ) that together yield a (proper) formal posterior distribution Q(dθ|x). The prior is called strongly admissible if the generalized Bayes estimator of every bounded function of θ is admissible under squared error loss. Eaton [Ann. Statist. 20 (1992) 1147–1179] has shown that a sufficient condition for strong ...

2016
Guobing Fan

The aim of this paper is to study the estimation of Pareto distribution on the basis of progressive type-II censored sample. First, the maximum likelihood estimator (MLE) is derived. Then the Bayes estimator of the unknown parameter of Pareto distribution is derived on the basis of Gamma prior distribution under entropy loss function. Further the empirical Bayes estimator also obtained by using...

2013
Debasis Kundu Mohammad Z. Raqab

Surles and Padgett [15] introduced two-parameter Burr Type X distribution, which can be described as a generalized Rayleigh distribution. In this paper we consider the estimation of the stress-strength parameter R = P [Y < X], when X and Y are both three-parameter generalized Rayleigh distribution with the same scale and locations parameters but different shape parameters. It is assumed that th...

Journal: :Entropy 2014
Youngseuk Cho Hokeun Sun Kyeongjun Lee

In this paper, based on a doubly generalized Type II censored sample, the maximum likelihood estimators (MLEs), the approximate MLE and the Bayes estimator for the entropy of the Rayleigh distribution are derived. We compare the entropy estimators’ root mean squared error (RMSE), bias and Kullback–Leibler divergence values. The simulation procedure is repeated 10,000 times for the sample size n...

2005
Denis Zuev Andrew W. Moore

Accurate traffic classification is the keystone of numerous network activities. Our work capitalises on hand-classified network data, used as input to a supervised Bayes estimator. We illustrate the high level of accuracy achieved with a supervised Naı̈ve Bayes estimator; with the simplest estimator we are able to achieve better than 83% accuracy on both a per-byte and a per-packet basis.

1989
Jens Praestgaard

We propose a linear Bayes estimator of the cumulative hazard of a survival distribution, based on iid survival times, possibly right censored and left truncated. The resulting estimator is recognized as an exact Bayes estimator under more restrictive model assumptions and verified to have the minimax property.

2007
Marianna Pensky Theofanis Sapatinas MARIANNA PENSKY THEOFANIS SAPATINAS

We investigate the theoretical performance of Bayes factor estimators in wavelet regression models with independent and identically distributed errors that are not necessarily normally distributed. We compare these estimators in terms of their frequentist optimality in Besov spaces for a wide variety of error and prior distributions. Furthermore, we provide sufficient conditions that determine ...

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