Communications for Statistical Applications and Methods

  • 제14권1호
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  • Pages.255-266
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  • 2007
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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Bayesian Parameter Estimation of the Four-Parameter Gamma Distribution

  • Oh, Mi-Ra (Department of Statistics, Chonnam National University) ;
  • Kim, Kyung-Sook (Department of Statistics, Chonnam National University) ;
  • Cho, Wan-Hyun (Department of Statistics, Chonnam National University) ;
  • Son, Young-Sook (Department of Statistics, Chonnam National University)
  • 발행 : 2007.04.30
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초록

A Bayesian estimation of the four-parameter gamma distribution is considered under the noninformative prior. The Bayesian estimators are obtained by the Gibbs sampling. The generation of the shape/power parameter and the power parameter in the Gibbs sampler is implemented using the adaptive rejection sampling algorithm of Gilks and Wild (1992). Also, the location parameter is generated using the adaptive rejection Metropolis sampling algorithm of Gilks, Best and Tan (1995). Finally, the simulation result is presented.

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참고문헌

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