BAYESIAN AND NON-BAYESIAN ESTIMATION FOR THE PARETO PARAMETERS USING QUASI-LIKELIHOOD FUNCTION

被引：2
|
作者：
ASHOUR, SK
ABDELHAFEZ, ME
ABDELAZIZ, S
机构：
[1] Institute of Statistical Studies and Research, Cairo University, Cairo
来源：
MICROELECTRONICS AND RELIABILITY | 1994年 / 34卷 / 07期
关键词：
D O I：
10.1016/0026-2714(94)90508-8
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
The quasi-likelihood function is used to derive Bayesian and non-Bayesian estimates for the unknown parameters of the Pareto distribution. In the Bayesian technique the likelihood function is replaced with the quasi-likelihood function when the mean-variance relationship is defined. The efficiency of the quasi-likelihood estimation relative to the maximum likelihood is calculated. Numerical illustrations for the Bayesian and quasi-Bayesian procedures are given.
引用
收藏
页码：1233 / 1237
页数：5
相关论文
共 50 条
  • [1] Bayesian and non-bayesian estimation of stress strength model for Pareto type I distribution
    Shawky, A. I.
    Al-Gashgari, F. H.
    [J]. IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A-SCIENCE, 2013, 37 (A3): : 335 - 342
  • [2] Bayesian Clustering of Fuzzy Feature Vectors Using a Quasi-Likelihood Approach
    Marttinen, Pekka
    Tang, Jing
    De Baets, Bernard
    Dawyndt, Peter
    Corander, Jukka
    [J]. IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE, 2009, 31 (01) : 74 - 85
  • [3] Integrated likelihood functions for non-Bayesian inference
    Severini, Thomas A.
    [J]. BIOMETRIKA, 2007, 94 (03) : 529 - 542
  • [4] A NON-BAYESIAN APPROACH TO ESTIMATION USING TESTED PRIORS
    GEORGE, VT
    KATTI, SK
    [J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1988, 17 (05) : 1629 - 1639
  • [5] Adaptive Non-Bayesian State Estimation
    Ansari, Ahmad
    Bernstein, Dennis S.
    [J]. 2016 AMERICAN CONTROL CONFERENCE (ACC), 2016, : 6977 - 6982
  • [6] Spatial estimation: a non-Bayesian alternative
    Barth, Hilary
    Lesser, Ellen
    Taggart, Jessica
    Slusser, Emily
    [J]. DEVELOPMENTAL SCIENCE, 2015, 18 (05) : 853 - 862
  • [7] On the relationship between Bayesian and non-Bayesian elimination of nuisance parameters
    Severini, TA
    [J]. STATISTICA SINICA, 1999, 9 (03) : 713 - 724
  • [8] Non-Bayesian correlated equilibrium as an expression of non-Bayesian rationality
    Hillas, John
    Samet, Dov
    [J]. GAMES AND ECONOMIC BEHAVIOR, 2022, 135 : 1 - 15
  • [9] BAYESIAN AND NON-BAYESIAN METHODS OF INFERENCE
    SMALL, RD
    SCHOR, SS
    [J]. ANNALS OF INTERNAL MEDICINE, 1983, 99 (06) : 857 - 859
  • [10] Reconciling Bayesian and non-Bayesian analysis
    Wolpert, DH
    [J]. MAXIMUM ENTROPY AND BAYESIAN METHODS - PROCEEDINGS OF THE THIRTEENTH INTERNATIONAL WORKSHOP ON MAXIMUM ENTROPY AND BAYESIAN METHODS, SANTA BARBARA, CALIFORNIA, U.S.A., 1993, 1996, 62 : 79 - 86
12345