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Autor
Abu Awwad Raed R. (University of Petra, Amman, Jordan), Bdair Omar M. (Al-Balqa Applied University, Amman, Jordan), Abufoudeh Ghassan K. (University of Petra, Amman, Jordan)
Tytuł
Bayesian Estimation and Prediction Based on Rayleigh Record Data with Applications
Źródło
Statistics in Transition, 2021, vol. 22, nr 3, s. 59-79, tab., wykr., bibliogr. 24 poz.
Słowa kluczowe
Estymacja bayesowska, Metoda Monte Carlo, Łańcuch Markowa
Bayesian estimation, Monte Carlo method, Markov chain
Uwagi
summ.
Abstrakt
Based on a record sample from the Rayleigh model, we consider the problem of estimatingthe scale and location parameters of the model and predicting the future unobserved recorddata. Maximum likelihood and Bayesian approaches under different loss functions are usedto estimate the model's parameters. The Gibbs sampler and Metropolis-Hastings methodsare used within the Bayesian procedures to draw the Markov Chain Monte Carlo (MCMC)samples, used in turn to compute the Bayes estimator and the point predictors of the futurerecord data. Monte Carlo simulations are performed to study the behaviour and to comparemethods obtained in this way. Two examples of real data have been analyzed to illustrate theprocedures developed here.(original abstract)
Dostępne w
Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
Pełny tekst
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Bibliografia
Pokaż
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  5. Ahsanullah, M., (2004). Record Values-Theory and Applications. University Press of America, New York.
  6. Al-Hussaini, E. K. and Ahmad, A. A., (2003). On Bayesian interval prediction of future records. Test, 12, pp. 79-99.
  7. Bdair, O.M. and Raqab, M. Z., (2009). On the mean residual waiting time of records. Statistics & Decisions International mathematical journal for stochastic methods and models, 27(3), pp. 249--260,DOI: https://doi.org/10.1524/stnd.2009.1050.
  8. Bdair, O. M. and Raqab, M. Z., (2016). One-sequence and two-sequence prediction for future Weibull records. Journal of Statistical Theory and Applications, 15(4), pp. 345-366.
  9. Berger, J. O. and Sun., D., (1993). Bayesian analysis for the poly-Weibull distribution. Journal of the American Statistical Association, 88(424), pp. 1412--1418.DOI:10.1080/01621459.1993.10476426.
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  13. Jung In Seo. and Yongku Kim, (2018). Objective Bayesian inference based on upper record values from Rayleigh distribution .Communications for Statistical Applications and Methods, 25(4), pp. 411-430.
  14. Kundu, D., (2008). Bayesian inference and life testing plan for the Weibull distribution in presence of progressive censoring. Technometrics, 50, pp. 144-154.
  15. Lawless, J.F., (1982). Statistical models and methods for lifetime data. 2nd Edition, Wiley, New York.
  16. Madi, M. T. and Raqab, M. Z., (2004). Bayesian prediction of temperature records using the Pareto model. Environmetrics, 15, pp. 701-710.
  17. Metropolis, N., Rosenbluth, A. W., Rosenbluth, M. N., Teller, A. H. and Teller, E., (1953).Equations of State Calculations by Fast Computing Machines. Journal Chemical Physics,21, pp. 1087-1091.
  18. Nagaraja, H. N., (1984). Asymptotic linear prediction of extreme order statistics. Annals of the Institute of Statistical Mathematics, 36, pp. 289-299.
  19. Nevzorov, V. B., (2000). Records: Mathematical Theory (English Translation). American Mathematical Society, Providence, Rhode Island.
  20. Raqab, M. Z., Ahmadi, J. and Doostparast, M. (2007). Statistical inference based on record data from Pareto model. Statistics, 42(2), pp. 105-118.
  21. Raqab, M. Z., Bdair, O. M. and Al-Aboud, F. M., (2018). Inference for the two-parameter bathtub-shaped distribution based on record data. Metrika, 81(3), pp. 229-253.
  22. Rayleigh, L., (1880). On the resultant of a large number of vibrations of same pitch and of arbitrary phase. Philosophical Magazine, 10, pp. 73--78.
  23. Soliman, A. A. and Al-Aboud, F. M., (2008). Bayesian inference using record values from Rayleigh model with application. European Journal of Operational Research, 185(2),pp. 659-672.
  24. Varian, H. R., (1975). A Bayesian approach to real estate assessment. Studies in Bayesian Econometrics and Statistics in Honor of L.J. Savage. North Holland, Amsterdam, pp.195-208.
Cytowane przez
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ISSN
1234-7655
Język
eng
URI / DOI
http://dx.doi.org/10.21307/stattrans-2021-027
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