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  • 标题:The Binomial Parameter Estimaiton by Using Weighted Method of Two Bayesian Estimators
  • 本地全文:下载
  • 作者:Wararit Panichkitkosolkul
  • 期刊名称:Thammasat International Journal of Science and Technology
  • 印刷版ISSN:0859-4074
  • 出版年度:2009
  • 卷号:14
  • 期号:02
  • 出版社:Printing House of Thammasat University
  • 摘要:

    This paper proposes a new binomial parameter estimation by using the Weighted method of two Bayesian estimators: Bayesian estimator given Beta(1/2,1/2) prior distribution and Bayesian estimator given Beta(2,2) prior distribution. The used weighted value has the minimum variance of the estimator. In addition, this research compares three parameter estimation methods. These methods are: Bayesian method given Beta(1/2,1/2) prior distribution (B1), Bayesian method given Beta(2,2) prior distribution (B2), and Weighted method of two Bayesian estimators (W). Monte Carlo simulation is used to investigate the behavior of this new binomial parameter estimation based on mean square errors (MSE). Simulation results are as follows: For all sample sizes, the MSE of B1 method is the lowest when 0.20p. and the MSE of B2 method is the lowest when 0.300.50p... For the sample sizes at least 50, The MSE of W method is the lowest when p is equal to 0.25

  • 关键词:Parameter estimation; Binomial distribution; Bayesian estimator
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