Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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A Bayesian Approach for Record Value Statistics Model Using Nonhomogeneous Poisson Process

  • Kiheon Choi (Dept. of Statistics, Duksung Women's University, Seoul, Korea) ;
  • Hee chual Kim (Dept. of Statistics, Duksung University, Seoul, Korea)
  • Published : 1997.04.01
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Abstract

Bayesian inference for a record value statistics(RVS) model of nonhomogeneous Poisson process is considered. We seal with Bayesian inference for double exponential, Gamma, Rayleigh, Gumble RVS models using Gibbs sampling and Metropolis algorithm and also explore Bayesian computation and model selection.

Keywords

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