Bayesian confidence intervals for the ratio of the means of zero-inflated gamma distributions with application to rainfall data

被引:3
作者
Kaewprasert, Theerapong [1 ]
Niwitpong, Sa-Aat [1 ]
Niwitpong, Suparat [1 ]
机构
[1] King Mongkuts Univ Technol North Bangkok, Dept Appl Stat, Bangkok, Thailand
关键词
Bayesian method; Fiducial quantities; Highest posterior density; Zero-inflated gamma distribution; PREDICTION;
D O I
10.1080/03610918.2023.2198176
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
Herein, we propose eight Bayesian methods (credible and highest posterior density intervals using the Jeffreys rule, independence Jeffreys, uniform, or normal-gamma priors) and one based on the fiducial quantity for constructing confidence intervals for the ratio of the means of zero-inflated gamma distributions. Simulation studies were conducted to evaluate the efficacies of the confidence intervals and compare their performances in terms of coverage probabilities and expected lengths, in which the Bayesian highest posterior density interval using the Jeffreys rule prior performed the best. We also applied the methods to rainfall datasets from northern Thailand to demonstrate their efficacies with real data.
引用
收藏
页码:5780 / 5796
页数:17
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