Please use this identifier to cite or link to this item:
http://acervodigital.unesp.br/handle/11449/112051
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Moala, Fernando Antonio | - |
dc.contributor.author | Ramos, Pedro Luiz | - |
dc.contributor.author | Achcar, Jorge Alberto | - |
dc.date.accessioned | 2014-12-03T13:09:11Z | - |
dc.date.accessioned | 2016-10-25T20:10:18Z | - |
dc.date.available | 2014-12-03T13:09:11Z | - |
dc.date.available | 2016-10-25T20:10:18Z | - |
dc.date.issued | 2013-12-01 | - |
dc.identifier | http://revistas.unal.edu.co/index.php/estad/article/view/44351 | - |
dc.identifier.citation | Revista Colombiana de Estadistica. Bogota Dc: Univ Nac Colombia, Dept Estadistica, v. 36, n. 2, p. 321-338, 2013. | - |
dc.identifier.issn | 0120-1751 | - |
dc.identifier.uri | http://hdl.handle.net/11449/112051 | - |
dc.identifier.uri | http://acervodigital.unesp.br/handle/11449/112051 | - |
dc.description.abstract | In this paper distinct prior distributions are derived in a Bayesian inference of the two-parameters Gamma distribution. Noniformative priors, such as Jeffreys, reference, MDIP, Tibshirani and an innovative prior based on the copula approach are investigated. We show that the maximal data information prior provides in an improper posterior density and that the different choices of the parameter of interest lead to different reference priors in this case. Based on the simulated data sets, the Bayesian estimates and credible intervals for the unknown parameters are computed and the performance of the prior distributions are evaluated. The Bayesian analysis is conducted using the Markov Chain Monte Carlo (MCMC) methods to generate samples from the posterior distributions under the above priors. | en |
dc.format.extent | 321-338 | - |
dc.language.iso | eng | - |
dc.publisher | Univ Nac Colombia, Dept Estadistica | - |
dc.source | Web of Science | - |
dc.subject | Gamma distribution | en |
dc.subject | noninformative prior | en |
dc.subject | copula | en |
dc.subject | conjugate | en |
dc.subject | Jeffreys prior | en |
dc.subject | reference | en |
dc.subject | MDIP | en |
dc.subject | orthogonal | en |
dc.subject | MCMC | en |
dc.title | Bayesian inference for two-parameter gamma distribution assuming different noninformative priors | en |
dc.type | outro | - |
dc.contributor.institution | Universidade Estadual Paulista (UNESP) | - |
dc.contributor.institution | Universidade de São Paulo (USP) | - |
dc.description.affiliation | Univ Estadual Paulista, Fac Ciencia & Tecnol, Dept Estadist, Presidente Prudente, Brazil | - |
dc.description.affiliation | Univ Sao Paulo, Fac Med Ribeirao Preto, Dept Social Med, BR-14049 Ribeirao Preto, Brazil | - |
dc.description.affiliationUnesp | Univ Estadual Paulista, Fac Ciencia & Tecnol, Dept Estadist, Presidente Prudente, Brazil | - |
dc.identifier.wos | WOS:000331380600009 | - |
dc.rights.accessRights | Acesso aberto | - |
dc.identifier.file | WOS000331380600009.pdf | - |
dc.relation.ispartof | Revista Colombiana De Estadistica | - |
Appears in Collections: | Artigos, TCCs, Teses e Dissertações da Unesp |
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.