- Autor
- Kiani Sania Khawar (Riphah International University, Pakistan), Aslam Muhammad (Riphah International University, Pakistan), Bhatti M. Ishaq (La Trobe University, Australia)
- Tytuł
- Investigation of Half-normal Model Using Informative Priors under Bayesian Structure
- Źródło
- Statistics in Transition, 2023, vol. 24, nr 4, s. 19-36, aneks, rys., tab., bibliogr. 28 poz.
- Słowa kluczowe
- Statystyka bayesowska, Estymacja bayesowska, Wnioskowanie statystyczne, Funkcje
Bayesian statistics, Bayesian estimation, Inferential statistics, Functions - Uwagi
- summ.
- Abstrakt
- This paper considers properties of half-normal distribution using informative priors under the Bayesian criterion. It employs the squared root inverted gamma, Chi-square and Rayleigh distributions as the prior distribution to construct the Posterior distributions of the respective distributional parameters. Hyperparameters are elicited via prior predictive distribution. The properties of posterior distribution are studied, and their graphs are presented using a real data set. A comprehensive simulation scheme is conducted using informative priors. Bayes estimates are obtained using the loss functions (squared error loss function, modified loss function, quadratic loss function and Degroot loss function). Statistical inferences interval estimates and Bayesian hypothesis testing are presented to demonstrate the usefulness of the study. (original abstract)
- Dostępne w
- Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka - Pełny tekst
- Pokaż
- Bibliografia
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- Cytowane przez
- ISSN
- 1234-7655
- Język
- eng
- URI / DOI
- http://dx.doi.org/10.59170/stattrans-2023-049