| 三参数威布尔分布贝叶斯估计的混合Gibbs算法 |
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| 引用本文： | 魏艳华,王丙参,孙永辉.三参数威布尔分布贝叶斯估计的混合Gibbs算法[J].四川大学学报(自然科学版),2015,52(2):233-240. |
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| 作者姓名： | 魏艳华 王丙参 孙永辉 |
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| 作者单位： | 天水师范学院数学与统计学院;天水师范学院数学与统计学院;河海大学能源与电气学院 |
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| 基金项目： | 国家自然科学基金（61104045）; 天水师范学院中青年教师科研资助项目（TSA1404） |
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| 摘 要： | 利用混合Gibbs算法(Gibbs抽样与Metropolis算法的混合)给出了完全样本和定数截尾样本两种情形下三参数威布尔分布的贝叶斯估计.作为应用举出了三个实例,通过Monte Carlo模拟求得参数的贝叶斯估计及可信区间,给出混合Gibbs抽样过程中参数的轨迹图、直方图及自相关系数图,并将模拟结果与相关文献进行了比较.
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| 关 键 词： | 完全样本 定数截尾样本 三参数威布尔分布 贝叶斯估计 混合Gibbs算法 |
| 收稿时间： | 2013/6/25 0:00:00 |
Mixed Gibbs algorithm of Bayesian estimation for three-parameter Weibull distribution |
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| WEIYan Hua;WANG Bing-Can;SUN Yong-Hui.Mixed Gibbs algorithm of Bayesian estimation for three-parameter Weibull distribution[J].Journal of Sichuan University (Natural Science Edition),2015,52(2):233-240. |
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| Authors: | WEIYan Hua;WANG Bing-Can;SUN Yong-Hui |
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| Institution: | School of Mathematics and Statistics, Tianshui Normal University;School of Mathematics and Statistics, Tianshui Normal University;College of Energy and Electrical Engineering, Hehai University |
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| Abstract: | we propose a Bayesian estimation for three parameter Weibull distribution by using a mixed Gibbs algorithm (Gibbs sampling with Metropolis algorithm mixed) both in the case of complete sample and type II censored sample. Then, as some applications, we take three examples, in which we obtain Bayesian estimation and the confidence interval for the parameters by the Monte Carlo simulation,gives locus respectively, histograms and autocorrelation coefficient figure of the parameters in the mixed Gibbs sampling process. Then the simulation results are compared with some known results. |
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| Keywords: | Complete sample Type II censored sample Three parameter Weibull distribution Bayesian estimation Mixed Gibbs algorithm |
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