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
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