摘要
利用贝叶斯方法研究了Lindley分布参数存在变点的参数估计问题,给出Lindley分布的变点模型,对参数选取无信息先验分布和伽玛分布两种情况,分别求出各参数的满条件分布,并通过R软件做随机模拟,得出各参数的MC误差都小于2%,且区间估计效果理想,表明通过贝叶斯估计研究各参数的估计值是有效的。
The parameter estimation problem of Lindley distribution with change points is studied by using Bayesian method. The change point model of Lindley distribution is given. The full conditional distribution of each parameter is calculated for the two cases of no information prior distribution and gamma distribution when the parameters are selected. The random simulation by R software shows that the MC error of each parameter is less than 2%, and the interval estimation effect is ideal. It shows that the estimation of each parameter by Bayesian estimation is effective.
出处
《理论数学》
2022年第10期1757-1764,共8页
Pure Mathematics
