DOAJ Open Access 2019

Bayes and Non-Bayes Estimation of Change Point in Nonstandard Mixture Inverse Weibull Distribution

Masoud Ganji Roghayeh Mostafayi

Abstrak

We consider a sequence of independent random variables X1,X2,…,Xm,…,Xnn≥3 exhibiting a change in the probability distribution of the data generating mechanism. We suppose that the distribution changes at some point, called a change point, to a second distribution for the remaining observations. We propose Bayes estimators of change point under symmetric loss functions and asymmetric loss functions. The sensitivity analysis of Bayes estimators are carried out by simulation and numerical comparisons with R-programming.

Topik & Kata Kunci

Probabilities. Mathematical statistics

Penulis (2)

Masoud Ganji

Roghayeh Mostafayi

Format Sitasi

APA MLA BibTeX

Ganji, M., Mostafayi, R. (2019). Bayes and Non-Bayes Estimation of Change Point in Nonstandard Mixture Inverse Weibull Distribution. https://doi.org/10.2991/jsta.d.190306.011

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Informasi Jurnal

Tahun Terbit: 2019
Sumber Database: DOAJ
DOI: 10.2991/jsta.d.190306.011
Akses: Open Access ✓