指数-威布尔分布参数贝叶斯估计的混合Gibbs算法

Mixed Gibbs Algorithm of Bayesian Estimation of Parameters for Exponentiated Weibull Distribution

文章利用混合Gibbs算法分别在分组数据和定数截尾场合给出了指数-威布尔分布参数的贝叶斯估计,并进行了Monte-Carlo模拟。结果表明:在两种不完全数据场合,用混合Gibbs算法求指数-威布尔分布参数的贝叶斯估计,结果令人满意,该算法可行、稳定且精度高。

The paper uses mixed Gibbs algorithm to respectively give Bayesian estimation of exponentiated Weibull distribution parameters in the grouped data and fixed censored samples occasions, and also makes a Monte-Carlo simulation. The result shows that in both the case of incomplete data, Bayesian estimation using mixed Gibbs algorithm to solve exponentiated Weibult distribution parameters are quite satisfactory, and thus the proposed algorithm is feasible, stable with high precision.