Bayesian Inference on the Generalized Gamma Distribution Based on Generalized Order Statistics
In this paper, the confidence intervals for the generalized gamma distribution parameters are derived based on the Bayesian approach using the informative and non-informative priors and the classical approach, via the Asymptotic Maximum likelihood estimation, based on the generalized order statistic...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Springer
2013-12-01
|
| Series: | Journal of Statistical Theory and Applications (JSTA) |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/11326.pdf |
| _version_ | 1828339980767854592 |
|---|---|
| author | M. Maswadah Ali M. Seham M. Ahsanullah |
| author_facet | M. Maswadah Ali M. Seham M. Ahsanullah |
| author_sort | M. Maswadah |
| collection | DOAJ |
| description | In this paper, the confidence intervals for the generalized gamma distribution parameters are derived based on the Bayesian approach using the informative and non-informative priors and the classical approach, via the Asymptotic Maximum likelihood estimation, based on the generalized order statistics. For measuring the performance of the Bayesian approach comparing to the classical approach, the confidence intervals of the unknown parameters have been studied, via Monte Carlo simulations and some real data. The simulation results indicated that the confidence intervals based on the Bayesian approach compete and outperform those based on the classical approach. |
| first_indexed | 2024-04-13T22:49:42Z |
| format | Article |
| id | doaj.art-c074c03c2da5442b87394a3c78becbad |
| institution | Directory Open Access Journal |
| issn | 1538-7887 |
| language | English |
| last_indexed | 2024-04-13T22:49:42Z |
| publishDate | 2013-12-01 |
| publisher | Springer |
| record_format | Article |
| series | Journal of Statistical Theory and Applications (JSTA) |
| spelling | doaj.art-c074c03c2da5442b87394a3c78becbad2022-12-22T02:26:14ZengSpringerJournal of Statistical Theory and Applications (JSTA)1538-78872013-12-0112410.2991/jsta.2013.12.4.4Bayesian Inference on the Generalized Gamma Distribution Based on Generalized Order StatisticsM. MaswadahAli M. SehamM. AhsanullahIn this paper, the confidence intervals for the generalized gamma distribution parameters are derived based on the Bayesian approach using the informative and non-informative priors and the classical approach, via the Asymptotic Maximum likelihood estimation, based on the generalized order statistics. For measuring the performance of the Bayesian approach comparing to the classical approach, the confidence intervals of the unknown parameters have been studied, via Monte Carlo simulations and some real data. The simulation results indicated that the confidence intervals based on the Bayesian approach compete and outperform those based on the classical approach.https://www.atlantis-press.com/article/11326.pdfGeneralized gamma distribution; Generalized order statistics; Asymptotic maximum likelihood estimation; Bayesian inference |
| spellingShingle | M. Maswadah Ali M. Seham M. Ahsanullah Bayesian Inference on the Generalized Gamma Distribution Based on Generalized Order Statistics Journal of Statistical Theory and Applications (JSTA) Generalized gamma distribution; Generalized order statistics; Asymptotic maximum likelihood estimation; Bayesian inference |
| title | Bayesian Inference on the Generalized Gamma Distribution Based on Generalized Order Statistics |
| title_full | Bayesian Inference on the Generalized Gamma Distribution Based on Generalized Order Statistics |
| title_fullStr | Bayesian Inference on the Generalized Gamma Distribution Based on Generalized Order Statistics |
| title_full_unstemmed | Bayesian Inference on the Generalized Gamma Distribution Based on Generalized Order Statistics |
| title_short | Bayesian Inference on the Generalized Gamma Distribution Based on Generalized Order Statistics |
| title_sort | bayesian inference on the generalized gamma distribution based on generalized order statistics |
| topic | Generalized gamma distribution; Generalized order statistics; Asymptotic maximum likelihood estimation; Bayesian inference |
| url | https://www.atlantis-press.com/article/11326.pdf |
| work_keys_str_mv | AT mmaswadah bayesianinferenceonthegeneralizedgammadistributionbasedongeneralizedorderstatistics AT alimseham bayesianinferenceonthegeneralizedgammadistributionbasedongeneralizedorderstatistics AT mahsanullah bayesianinferenceonthegeneralizedgammadistributionbasedongeneralizedorderstatistics |