bayes estimates
Recently Published Documents


TOTAL DOCUMENTS

158
(FIVE YEARS 22)

H-INDEX

23
(FIVE YEARS 1)

Author(s):  
Hiba Zeyada Muhammed ◽  
Essam Abd Elsalam Muhammed

In this paper, Bayesian and non-Bayesian estimation of the inverted Topp-Leone distribution shape parameter are studied when the sample is complete and random censored. The maximum likelihood estimator (MLE) and Bayes estimator of the unknown parameter are proposed. The Bayes estimates (BEs) have been computed based on the squared error loss (SEL) function and using Markov Chain Monte Carlo (MCMC) techniques. The asymptotic, bootstrap (p,t), and highest posterior density intervals are computed. The Metropolis Hasting algorithm is proposed for Bayes estimates. Monte Carlo simulation is performed to compare the performances of the proposed methods and one real data set has been analyzed for illustrative purposes.


Author(s):  
Sajid Ali ◽  
Sanku Dey ◽  
M H Tahir ◽  
Muhammad Mansoor

Estimation of parameters of Poisson Nadarajah-Haghighi (PNH) distribution from the frequentist and Bayesian point of view is discussed in this article. To this end, we briefly described ten different frequentist approaches, namely, the maximum likelihood estimators, percentile based estimators, least squares estimators, weighted least squares estimators, maximum product of spacings estimators, minimum spacing absolute distance estimators, minimum spacing absolute-log distance estimators, Cramér-von Mises estimators, Anderson-Darling estimators and right-tail Anderson-Darling estimators. To assess the performance of different estimators, Monte Carlo simulations are done for small and large samples. The performance of the estimators is compared in terms of their bias, root mean squares error, average absolute difference between the true and estimated distribution functions, and the maximum absolute difference between the true and estimated distribution functions of the estimates using simulated data. For the Bayesian inference of the unknown parameters, we use Metropolis–Hastings (MH) algorithm to calculate the Bayes estimates and the corresponding credible intervals. Results from the simulation study suggests that among the considered classical methods of estimation, weighted least squares and the maximum product spacing estimators uniformly produces the least biases of the estimates with least root mean square errors. However, Bayes estimates perform better than all other estimates. Finally, we discuss a practical data set to show the application of the distribution.


2021 ◽  
Vol 50 (5) ◽  
pp. 38-51
Author(s):  
Mohammad Kazemi ◽  
Mina Azizpoor

The hybrid censoring is a mixture of type-I and type-II censoring schemes. This paper presents the statistical inferences of the inverse Weibull distribution parameters when the data are type-I hybrid censored. First, we consider the maximum likelihood estimates of the unknown parameters. It is observed that the maximum likelihood estimates can not be obtained in closed form. We further obtain the Bayes estimates and the corresponding highest posterior density credible intervals of the unknown parameters under the assumption of independent gamma priors using the importance sampling procedure. We also compute the approximate Bayes estimates using Lindley's approximation technique. The performance of the Bayes estimates have been compared with maximum likelihood estimates through the Monte Carlo Markov chain techniques. Finally, a real data set have been analysed for illustration purpose.


Author(s):  
Xuechen Liu ◽  
Muhammad Arslan ◽  
Majid Khan ◽  
Syed Masroor Anwar ◽  
Zahid Rasheed

The power function distribution is a flexible waiting time model that may provide better fit for some failure data. This paper presents the comparison of the maximum likelihood estimates and the Bayes estimates of two-parameter power function distribution. The Bayes estimates are obtained, using conjugate priors, under five loss functions consist of square error, precautionary, weighted, LINEX and DeGroot loss function. The Gibbs sampling algorithm is proposed to generate samples from posterior distributions and in result the Bayes estimates are computed. The comparison of the maximum likelihood estimates and the Bayes estimates are done through the root mean squared errors. One real-life data set is analyzed to illustrate the evaluation of proposed methods of estimation. Finally, results from the simulation are discussed to assess the performance behavior of the maximum likelihood estimates and the Bayes estimates.


Author(s):  
F. Shahsanaei ◽  
A. Daneshkhah

This paper provides Bayesian and classical inference of Stress–Strength reliability parameter, [Formula: see text], where both [Formula: see text] and [Formula: see text] are independently distributed as 3-parameter generalized linear failure rate (GLFR) random variables with different parameters. Due to importance of stress–strength models in various fields of engineering, we here address the maximum likelihood estimator (MLE) of [Formula: see text] and the corresponding interval estimate using some efficient numerical methods. The Bayes estimates of [Formula: see text] are derived, considering squared error loss functions. Because the Bayes estimates could not be expressed in closed forms, we employ a Markov Chain Monte Carlo procedure to calculate approximate Bayes estimates. To evaluate the performances of different estimators, extensive simulations are implemented and also real datasets are analyzed.


2021 ◽  
Author(s):  
Nalan Basturk ◽  
Lennart F. Hoogerheide ◽  
Herman van Dijk

PLoS ONE ◽  
2020 ◽  
Vol 15 (12) ◽  
pp. e0244563
Author(s):  
Ziwei Chen ◽  
Adriana Dornelles ◽  
Di Fang ◽  
Jeffrey R. Wilson

Background It is well known that it is more reliable to investigate the effects of several covariates simultaneously rather than one at time. Similarly, it is more informative to model responses simultaneously, as more often than not, the multiple responses from the same subject are correlated. This is particularly true in the analysis of Mozambique survey data from 2009 and 2018. Method A multiple response predictive model for testing positive for HIV and having sufficient HIV knowledge is modeled to 2009 and 2018 survey data with the use of Bayes estimates. These data are obtained through a hierarchical data structure. The model allows one to address the change in the response to HIV, as it relates to morbidity and to HIV knowledge in Mozambique in the fight against the disease in the last decade. Results A more affluent resident is more likely to test positive, more likely to be more knowledgeable about the disease. Whereas, individuals practicing the Islam faith are less likely to test positive but also less likely to be knowledgeable about the disease. Education, while still a factor, has declined in its impact on testing positive for HIV or being knowledgeable about HIV. Females are more likely to test positive but more likely to be knowledgeable about the disease than men. The rate of impact of affluence on knowledge has increased in the past decade. Marital status (cohabitating or married) showed no impact on the knowledge of the disease. Age had no impact on knowledge suggesting that the message is getting to resident. Conclusions A joint Bayes modeling of correlated binary (testing positive and knowledge about the disease) responses, while accounting for the hierarchy of the data collection, presents an opportunity to extract the extra variation before allocating the variation on the responses as the due of the covariates. The fight against HIV in Mozambique seems to be succeeding. Some knowledge is common among all ages, and Islam religion has a positive effect. While education still shows an influence on the binary responses, it has declined over the last decade.


Author(s):  
Ilhan Usta ◽  
Merve Akdede

Inverse Gaussian is a popular distribution especially in the reliability and life time modelling, and thus the estimation of its unknown parameters has received considerable interest. This paper aims to obtain the Bayes estimators for the two parameters of the inverse Gaussian distribution under varied loss functions (squared error, general entropy and linear exponential). In Bayesian procedure, we consider commonly used non-informative priors such as the vague and Jeffrey’s priors, and also propose using the extension of Jeffrey’s prior. In the case where the two parameters are unknown, the Bayes estimators cannot be obtained in the closed-form. Hence, we employ two approximation methods, namely Lindley and Tierney Kadane (TK) approximations, to attain the Bayes estimates of the parameters. In this paper. the effects of considered loss functions, priors and approximation methods on Bayesian parameter estimation are also presented. The performance of Bayes estimates is compared with the corresponding classical estimates in terms of the bias and the relative efficiency throughout an extensive simulation study. The results of the comparison show that Bayes estimators obtained by TK method under linear exponential loss function using the proposed prior outperform the other estimators for estimating the parameters of inverse Gaussian distribution most of the time. Finally, a real data set is provided to illustrate the results.


Sign in / Sign up

Export Citation Format

Share Document