摘要
利用混合Gibbs算法(Gibbs抽样与Metropolis算法混合)给出了定数截尾样本场合Burr—XII分布参数的贝叶斯估计,通过Monte-Carlo模拟,考查贝叶斯估计的均值、均方误差及参数的可信区间,并给出混合Gibbs抽样过程中相应参数的轨迹图、直方图及自相关系数图.结果表明:在定数截尾样本场合,用混合Gibbs算法求Burr—XII分布参数的贝叶斯估计得到了比较满意的结果,算法可行、稳定、有效.
It gives Bayesian estimation of Burr-XII distribution parameters using mixed Gibbs algorithm (Gibbs sampling with Metropolis algorithm mixed) in the type Ⅱ censored samples occasions,examines the estimated mean,mean square error and the confidence interval for the parameter by the Monte-Carlo simulation, gives locus,histograms and autocorrelation coefficient figure of the corresponding parameter in the the mixed Gibbs sampling process.The results show that: Bayesian estimation of Burr-XII distribution parameters using mixed Gibbs algorithm in the type Ⅱ censored samples occasions are quite satisfied, the algorithm is a viable, stable and effective.
出处
《数学的实践与认识》
北大核心
2018年第1期132-138,共7页
Mathematics in Practice and Theory
基金
国家自然科学基金(11665019)
天水师范学院中青年教师科研资助项目(TSA1506)