| 混合weibull分布定数截尾数据下参数的Gibbs抽样 |
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| 引用本文： | 罗光华,王周植.混合weibull分布定数截尾数据下参数的Gibbs抽样[J].内江师范学院学报,2014(6):26-28,51. |
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| 作者姓名： | 罗光华 王周植 |
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| 作者单位： | 三明学院教育与音乐学院,福建三明365004 |
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| 基金项目： | 三明学院自然科学基金项目（B201016/Q） |
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| 摘 要： | 为解决在定数截尾的情况下混合weibull分布的参数估计问题,给出了混合weibull分布的后验参数估计形式,设计了用于参数Bayes估计的Gibbs抽样方案.通过随机模拟,结果显示,采用Gibbs抽样算法的参数估计具有一定的有效性和良好的稳定性,特别在样本较少的情况下优于使用EM算法的估计结果.
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| 关 键 词： | 混合weibull分布 Gibbs抽样 定数截尾 |
Gibbs Sampling of Fixed Number Truncated Data in Mixed Weibull Distribution |
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| LUO Guang-hua,WANG Zhou-zhi.Gibbs Sampling of Fixed Number Truncated Data in Mixed Weibull Distribution[J].Journal of Neijiang Teachers College,2014(6):26-28,51. |
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| Authors: | LUO Guang-hua WANG Zhou-zhi |
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| Institution: | (School of Education and Music, Sanming University, Sanming,Fujian 365004, China ) |
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| Abstract: | To solve the problem of parameter estimation of the mixed Weibull distribution in fixed number truncated da- ta, a posteriori parameters estimation is put forth for the fixed Weibull distribution and a Gibbs sampling scheme used for Bayesian parameter estimation is designed. The stochastic simulation shows that the estimation of parameters by means of Gibbs sampling algorithm is found to be effective and marked by satisfactory stability. In particular, it proves to be much better than EM algorithm in dealing with small samples. |
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| Keywords: | mixed Weibull distributon Gibbs sampling fixed number truncated |
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