Objective Bayesian analysis for the Lomax distribution

被引：11

作者：

Ferreira, Paulo H. ^{[1
]}

Ramos, Eduardo ^{[2
]}

Ramos, Pedro L. ^{[2
]}

Gonzales, Jhon F. B. ^{[3
]}

Tomazella, Vera L. D. ^{[4
]}

Ehlers, Ricardo S. ^{[2
]}

Silva, Eveliny B. ^{[5
]}

Louzada, Francisco ^{[2
]}

机构：

[1] Univ Fed Bahia, Salvador, BA, Brazil

[2] Univ Sao Paulo, Inst Math & Comp Sci, Sao Carlos, SP, Brazil

[3] Univ Nacl San Agustin, Arequipa, Peru

[4] Univ Fed Sao Carlos, Sao Carlos, SP, Brazil

[5] Univ Fed Mato Grosso, Cuiaba, MG, Brazil

来源：

STATISTICS & PROBABILITY LETTERS | 2020年 / 159卷

基金：

巴西圣保罗研究基金会;

关键词：

Jeffreys prior; Lomax distribution; Objective Bayesian analysis; Reliability; PARETO DISTRIBUTION;

D O I：

10.1016/j.spl.2019.108677

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 paper, we propose to make Bayesian inferences for the parameters of the Lomax distribution using non-informative priors, namely the (dependent and independent) Jeffreys prior and the reference prior. We assess Bayesian estimation through a Monte Carlo study with 10,000 simulated datasets. In order to evaluate the possible impact of prior specification on estimation, two criteria were considered: the mean relative error and the mean square error. An application on a real dataset illustrates the developed procedures. (C) 2019 Elsevier B.V. All rights reserved.

引用

页数：9

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