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文章基本信息

  • 标题:Scale Parameter Estimation of the Laplace Model Using Different Asymmetric Loss Functions
  • 本地全文:下载
  • 作者:Sajid Ali ; Muhammad Aslam ; Nasir Abbas
  • 期刊名称:International Journal of Statistics and Probability
  • 印刷版ISSN:1927-7032
  • 电子版ISSN:1927-7040
  • 出版年度:2012
  • 卷号:1
  • 期号:1
  • 页码:105
  • DOI:10.5539/ijsp.v1n1p105
  • 出版社:Canadian Center of Science and Education
  • 摘要:

    In the last few decades, there has been an emergent interest in the construction of flexible parametric classes of probability distributions in Bayesian as compared to Classical approach. In present study Bayesian Analysis of Laplace model using Inverted Gamma, Inverted Chi-Squared informative, Levy and Gumbel Type-II priors is discussed. The properties of posterior distribution, credible interval, highest posterior density region (HPDR) and Bayes Factor are discussed in current study. Bayes estimators are derived under squared error loss function (SELF), precautionary loss function, weighted squared error loss function and modified (quadratic) squared error loss function. Hyperparameters are determined through Empirical Bayes method. The estimates are also compared using the posterior risks (PRs) under the said loss functions. The priors and loss functions are compared using a real life data set.

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