Results 31 to 40 of about 832,071 (345)
Bayes estimation of autocorrelation coefficient [PDF]
, 2022 In this paper, we consider Bayesian inference for the autocorrelation coefficient ρ. Posterior distribution of ρ is obtained and then the performance of the Bayes estimator (posterior mean of ρ) is compared with that of classical estimator of ρ through ...
Dai, Hongying +7 more
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A Comparison Between the Bayesian and the Classical Estimators of Weibull Distribution
Journal of Kufa for Mathematics and Computer, 2013 In this paper ,we study estimation of two parameters of Weibull distribution .Methods of estimation used are maximum likelihood estimator (MLE) and Bayes. We compared the numerical results by simulation in MATLAB program.
Fadhil abdulabaas Alabadee +2 more
doaj +1 more source
SHRINKAGE ESTIMATOR FOR A SINGLE OBSERVATION IN N(Θ,V) PROBLEM WITH UNKNOWN VARIANCE [PDF]
مجلة جامعة الانبار للعلوم الصرفة, 2012 this search, Shrinkage Estimator has been studied for a Single Observation in N(θ,V) problem when variance is unknown. We proved that there is a relationship between Shrinkage Estimator and Normal Bayes Estimator.
AMER F. NASSAR
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Frontiers in Big Data, 2022 For the normal model with a known mean, the Bayes estimation of the variance parameter under the conjugate prior is studied in Lehmann and Casella (1998) and Mao and Tang (2012).
Ying-Ying Zhang +5 more
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Robust Empirical Bayes Confidence Intervals [PDF]
Econometrica, 2020 We construct robust empirical Bayes confidence intervals (EBCIs) in a normal means problem. The intervals are centered at the usual linear empirical Bayes estimator, but use a critical value accounting for shrinkage. Parametric EBCIs that assume a normal
T. Armstrong +2 more
semanticscholar +1 more source
Data-Based Nonparametric Signal Filtration
Austrian Journal of Statistics, 2016 The problem of stochastic signal filtration under nonparametric uncertainties is considered. A probabilistic description of the signal process is assumed to be completely unknown. The Bayes estimator can not be constructed in this case.
Alexander V. Dobrovidov +1 more
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Maximum a posteriori estimators as a limit of Bayes estimators [PDF]
Mathematical Programming, 2018 Maximum a posteriori and Bayes estimators are two common methods of point estimation in Bayesian Statistics. It is commonly accepted that maximum a posteriori estimators are a limiting case of Bayes estimators with 0-1 loss. In this paper, we provide a counterexample which shows that in general this claim is false.
Robert L. Bassett, Julio Deride
openaire +3 more sources
Bayes and Non-Bayes Estimation Methods for the Parameter of Maxwell-Boltzmann Distribution
مجلة بغداد للعلوم, 2017 In this paper, point estimation for parameter ? of Maxwell-Boltzmann distribution has been investigated by using simulation technique, to estimate the parameter by two sections methods; the first section includes Non-Bayesian estimation methods, such as (
Baghdad Science Journal
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Data Science Journal, 2008 In this paper, we have obtained the Bayes Estimator of Generalized-Exponential scale and shape parameter using Lindley's approximation (L-approximation) under asymmetric loss functions.
Rahul Singh +3 more
semanticscholar +1 more source
Estimation in the Koziol-Green Model Using a Gamma Process Prior
Austrian Journal of Statistics, 2016 The paper deals with nonparametric Bayes estimators in the Koziol-Green model of random censorship. A gamma process is assumed as a prior distribution for cumulative hazard rate and the Bayes estimator incorporating the proportional hazards censorship ...
Michal Friesl
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