A bayesian test for LOMAX distribution with composite LINEX loss function

Author

Wei, Chengdong ; Lv, Xiaoliang

Author_Institution

Guangxi Teachers Educ. Univ., Nanning, China

fYear

2011

fDate

26-28 July 2011

Firstpage

5685

Lastpage

5688

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Multimedia Technology (ICMT), 2011 International Conference on

Conference_Location

Hangzhou

Print_ISBN

978-1-61284-771-9

Type

conf

DOI

10.1109/ICMT.2011.6002580

Filename

6002580