Objective Bayesian Analysis for Log-logistic Distribution

被引：14

作者：

Abbas, Kamran ^{[1
]}

Tang, Yincai ^{[2
]}

机构：

[1] East China Normal Univ, Sch Finance & Stat, Shanghai 200241, Peoples R China

[2] Univ Azad Jammu & Kashmir, Dept Stat, Muzaffarabad, Pakistan

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2016年 / 45卷 / 08期

基金：

中国国家自然科学基金;

关键词：

Bayesian estimator; Matching prior; Maximum likelihood estimator; Reference prior; ORDER-STATISTICS; SCALE-PARAMETERS; LOCATION;

D O I：

10.1080/03610918.2014.925925

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article, Bayesian approach is applied to estimate the parameters of Log-logistic distribution under reference prior and Jeffreys' prior. The reference prior is derived and it is found that the reference prior is also a second-order matching priors as for the case of any parameter of interest. The Bayesian estimators cannot be obtained in explicit forms. Metropolis within Gibbs sampling algorithm is used to obtain the Bayesian estimators. The Bayesian estimates are compared with the maximum likelihood estimates via simulation study. A real dataset is considered for illustrative purposes.

引用

页码：2782 / 2791

页数：10

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