응용통계연구 (The Korean Journal of Applied Statistics)

  • 제12권2호
  • /
  • Pages.405-414
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  • 1999
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  • 1225-066X(pISSN)
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  • 2383-5818(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

양쪽중단된 지수분포의 모수와 신뢰도에 대한 계층적 베이즈추정

Hierarchical Bayes Estimation of Parameter and Reliability Function in Doubly Censored Exponential Distribution

  • 조장식 (경성대학교 통계정보학과) ;
  • 강상길 (경북대학교 통계학과)
  • 발행 : 1999.09.01
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초록

양쪽중단(doubly censored)된 지수분포에서 모수와 신뢰도함수를 계층적 베이지안(hierarchical Bayesian)방법을 이용하여 추정하였다. 베이즈 계산은 깁스표본기법(Gibbs sampler)을 이용하고 또한 완전조건부 분포(full conditional distribution)의 정량화 상수를 모르는 경우에는 적합기각방법(adaptive rejection sampling)을 이용하였다. 그리고 실제자료를 이용하여 분석을 하였다.

키워드

참고문헌

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