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

页码：1233 / 1237

页数：5

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