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1.
指数族分布是一类应用广泛的分布类,包括了泊松分布、Gamma分布、Beta分布、二项分布等常见分布.在非寿险中,索赔额或索赔次数过程常常被假定服从指数族分布,由于风险的非齐次性,指数族分布中的参数θ也为随机变量,假定服从指数族共轭先验分布.此时风险参数的估计落入了Bayes框架,风险参数θ的Bayes估计被表达“信度”形式.然而,在实际运用中,由于先验分布与样本分布中仍然含有结构参数,根据样本的边际分布的似然函数估计结构参数,从而获得风险参数的经验Bayes估计,最后证明了该经验Bayes估计是渐近最优的. 相似文献
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在总体未知的条件下,非参数方法是分布函数常用的估计方法.独立样本下分布函数的核估计方法已经有了深入的研究,文章对非独立的平稳α-混合序列的分布函数提出了随机窗宽条件下的非参数核估计,讨论了估计的强一致相合性和一致完全收敛性. 相似文献
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文章讨论了Pareto分布参数θ在不同的先验分布下的Bayes估计,然后讨论了在平方损失下,参数θ的形如(cT(x)+d)-1估计的可容许性. 相似文献
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文章在一类非对称损失损失函数下,讨论了几何分布可靠度的Bayes估计问题.在可靠度的先验分布为贝塔共轭先验分布下,得到了可靠度的Bayes估计、多层Bayes估计,最后给出了一个实际应用例子. 相似文献
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文章在Mlinex损失函数下讨论了艾拉姆咖分布参数θ的Bayes估计,获得Bayes估计θB,并说明了其可容许性.最后通过数值模拟,说明艾拉姆咖分布在Mlinex损失函数下的Bayes估计的合理性及优越性. 相似文献
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文章在加权平衡损失函数下,得到了泊松分布参数的Bayes估计和可容许估计,并讨论了一类cX+d形式估计的可容许性和不可容许性. 相似文献
10.
寿命产品可靠度的贝叶斯估计 总被引:1,自引:1,他引:0
在与信息论中的熵函数有关的一种新的加权对称熵损失函数下,用参数估计方法研究了寿命服从几何分布的产品可靠度的估计问题。得到了可靠度的贝叶斯估计的一般形式与精确形式并讨论了贝叶斯估计的可容许性。最后研究了可靠度的多层贝叶斯估计,数值算例表明研究结果能为实际生产提供稳健性较高的估计形式。 相似文献
11.
K. S. Kaminsky E. M. Luks P. I. Nelson 《Australian & New Zealand Journal of Statistics》1984,26(2):111-118
An easily programmed recursive formula for the evaluation of the distribution function of ratios of linear combinations of independent exponential random variables is developed. This formula is shown to yield the probability that one team beats another in a contest we call the special gladiator game. This game generates tournaments which exhibit nontransitive dominance and have some surprising consequences. Similar results are obtained for a recursive formula based on the geometric distribution. 相似文献
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Despite the flexibility and popularity of mixture models, their associated parameter spaces are often difficult to represent due to fundamental identification problems. This paper looks at a novel way of representing such a space for general mixtures of exponential families, where the parameters are identifiable, interpretable, and, due to a tractable geometric structure, the space allows fast computational algorithms to be constructed. 相似文献
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《Journal of Statistical Computation and Simulation》2012,82(7):491-506
The Bessel distribution, introduced recently by Yuan and Kalbfleisch (Ann. Inst. Math. Statist., 2000), can be useful in many applications. In particular, this distribution appears in two Bayesian estimation problems, namely, estimation of the noncentrality parameter of a noncentral chi-square distribution and of the parameters of Downton's bivariate exponential distribution. Implementation of Markov chain Monte Carlo algorithms requires generation of observations from the Bessel distribution. In this paper we propose and compare exact simulation schemes generating Bessel variates based on certain properties of the distribution as well as the rejection method. 相似文献
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Recently Sarhan and Balakrishnan [2007. A new class of bivariate distribution and its mixture. Journal of Multivariate Analysis 98, 1508–1527] introduced a new bivariate distribution using generalized exponential and exponential distributions. They discussed several interesting properties of this new distribution. Unfortunately, they did not discuss any estimation procedure of the unknown parameters. In this paper using the similar idea as of Sarhan and Balakrishnan [2007. A new class of bivariate distribution and its mixture. Journal of Multivariate Analysis 98, 1508–1527], we have proposed a singular bivariate distribution, which has an extra shape parameter. It is observed that the marginal distributions of the proposed bivariate distribution are more flexible than the corresponding marginal distributions of the Marshall–Olkin bivariate exponential distribution, Sarhan–Balakrishnan's bivariate distribution or the bivariate generalized exponential distribution. Different properties of this new distribution have been discussed. We provide the maximum likelihood estimators of the unknown parameters using EM algorithm. We reported some simulation results and performed two data analysis for illustrative purposes. Finally we propose some generalizations of this bivariate model. 相似文献
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Ashis Sengupta 《统计学通讯:理论与方法》2014,43(10-12):2563-2569
This article considers a unified approach based on the mixture method to construct linear bivariate models and those on the cylinder and torus involving the exponential and cardioid distributions with the truncated exponential distribution as the mixing distribution. Parameter estimation of the bivariate model on the torus is considered for the data set of phase angles of circadian-related genes in heart and liver tissues. 相似文献
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The National Institute of Mental Health (NIMH) Collaborative Study of Long-Term Maintenance Drug Therapy in Recurrent Affective
Illness was a multicenter randomized controlled clinical trial designed to determine the efficacy of a pharmacotherapy for
the prevention of the recurrence of unipolar affective disorders. The outcome of interest in this study was the time until
the recurrence of a depressive episode. The data show much heterogeneity between centers for the placebo group. The aim of
this paper is to use Bayesian hierarchical survival models to investigate the heterogeneity of placebo effects among centers
in the NIMH study. This heterogeneity is explored in terms of the marginal posterior distributions of parameters of interest
and predictive distributions of future observations. The Gibbs sampling algorithm is used to approximate posterior and predictive
distributions. Sensitivity of results to the assumption of a constant hazard survival distribution at the first stage of the
hierarchy is examined by comparing results derived from a two component exponential mixture and a two component exponential
changepoint model to the results derived from an exponential model. The second component of the mixture and changepoint models
is assumed to be a surviving fraction. For each of these first stage parametric models sensitivity of results to second stage
prior distributions is also examined.
This revised version was published online in July 2006 with corrections to the Cover Date. 相似文献
17.
Vahid Nekoukhou 《Statistics》2017,51(5):1143-1158
In this paper, we develop a bivariate discrete generalized exponential distribution, whose marginals are discrete generalized exponential distribution as proposed by Nekoukhou, Alamatsaz and Bidram [Discrete generalized exponential distribution of a second type. Statistics. 2013;47:876–887]. It is observed that the proposed bivariate distribution is a very flexible distribution and the bivariate geometric distribution can be obtained as a special case of this distribution. The proposed distribution can be seen as a natural discrete analogue of the bivariate generalized exponential distribution proposed by Kundu and Gupta [Bivariate generalized exponential distribution. J Multivariate Anal. 2009;100:581–593]. We study different properties of this distribution and explore its dependence structures. We propose a new EM algorithm to compute the maximum-likelihood estimators of the unknown parameters which can be implemented very efficiently, and discuss some inferential issues also. The analysis of one data set has been performed to show the effectiveness of the proposed model. Finally, we propose some open problems and conclude the paper. 相似文献
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The problem of estimation of parameters of a mixture of degenerate (at zero) and exponential distribution is considered by Jayade and Prasad (1990). The sampling scheme proposed in it is extended in this paper to a mixture of degenerate and Inverse Gaussian distribution. The Inverse Gaussian distribution is very relevant for studying reliability and life-testing problems. The inverse Gaussian being the first passage time distribution for Wiener process makes it particularly appropriate for failure or reaction time data analysis. 相似文献
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The exponential distribution is one of the most used type of distribution because of its importance in many lifetime applications and its properties. So is its bivariate form. Simply used, there can be limitations specially for the heterogeneous type population. Its mixture form adds a lot of characters and desirable properties. We propose a mixture of bivariate exponential distribution, study properties of the associated parameters and predict the elements of the mixture. We include the presence of covariate information through a linear relationship, capturing the now famous idea by Marshall and Olkin. 相似文献
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《Journal of Statistical Computation and Simulation》2012,82(8):677-686
In this paper, we make use of an algorithm of Huffer and Lin (2001) in order to develop exact interval estimation for the location and scale parameters of an exponential distribution based on general progressively Type-II censored samples. The exact prediction intervals for failure times of the items censored at the last observation are also presented for one-parameter and two-parameter exponential distributions. Finally, we give two examples to illustrate the methods of inference developed here. 相似文献