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The Bayesian Statistical Analysis Of Inverse Weibull Distribution

Posted on:2011-03-14Degree:MasterType:Thesis
Country:ChinaCandidate:H SuFull Text:PDF
GTID:2120330332457340Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
As an important modern methods of statistical inference, Bayes analysis into al-most all the leaders of statistical inference Domain.In chapter 1 introduces the Bayes statistical decision analysis of the historicalbackground and the Inverse Weibull Distribution ResearchIn chapter 2 discussed the Bayesian of Inverse Weibull distribution under theentropy loss function and di?erent prior distribution, give a general form of the admis-sibility estimator. Then consider hierarchical Bayes estimator and E-Bayes estimator ofthe parameters under the conjugate prior taking into hierarchical parameters.discussedthe estimated Of admissibility, and the numerical simulation comparing Estimator.In the case of identically independently distribution(i.i.d.)samples,empirical Bayesestimation for parameter of Inverse Weibull distribution are discussed in chapter 3,respectively,the Bayes rules and the empirical Bayes rules for parameter of InverseWeibull distribution are constructed by using the kernel-type density estimation.Theasymptotically optimal(a.o.)property and convergence rates for the proposed empiricalBayes estimation are obtained under suitable conditions.Finally ,two examples aboutthe main result s of chapter 3 and 4 are given,respectively.
Keywords/Search Tags:Empirical Bayes, Inverse Weibull distribution, Convergencerates, Kernel-type density estimation
PDF Full Text Request
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