Title :
A bayesian test for LOMAX distribution with composite LINEX loss function
Author :
Wei, Chengdong ; Lv, Xiaoliang
Author_Institution :
Guangxi Teachers Educ. Univ., Nanning, China
Abstract :
We describe a Bayesian test for LOMAX distribution with composite LINEX loss function. Bayes test for a parameter θ of lomax distribution is in the Complex symmetric loss function. We select the gamma distribution as prior distribution of parameter θ, then the Bayes estimate contains two hyperparameters α and λ. The multi-Bayes estimation of parameters θ is discussed, and the permissibility is proved. In the end, simulation made by Gibbs sampling MCMC methods was given to check effectiveness of the theory.
Keywords :
Bayes methods; Markov processes; Monte Carlo methods; estimation theory; gamma distribution; parameter estimation; Bayes estimate; Bayesian test; Gibbs sampling MCMC methods; LOMAX distribution; complex symmetric loss function; composite LINEX loss function; gamma distribution; hyperparameters; multiBayes parameter estimation; permissibility; prior distribution; Bayesian methods; Density functional theory; Entropy; Estimation; Markov processes; Numerical simulation; Shape; Admissibility; Composite loss function; MCMC; bayes estimation;
Conference_Titel :
Multimedia Technology (ICMT), 2011 International Conference on
Conference_Location :
Hangzhou
Print_ISBN :
978-1-61284-771-9
DOI :
10.1109/ICMT.2011.6002580