三参数Weibull分布参数的Bayes估计

汤银才;侯道燕

系统科学与数学 ›› 2009, Vol. 29 ›› Issue (1) : 109-115.

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系统科学与数学 ›› 2009, Vol. 29 ›› Issue (1) : 109-115. DOI: 10.12341/jssms10114
论文

三参数Weibull分布参数的Bayes估计

    汤银才, 侯道燕
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Bayesian Estimation of Three-Parameter Weibull Distribution

    TANG Yincai, HOU Daoyan
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摘要

给出了三参数Weibull分布参数Bayes估计的两种方法, 其一基于Laplace数值积分法,其二基于Gibbs抽样方法. 模拟例子说明了估计方法的有效性.

Abstract

Two methods of Bayesian estimation of three-parameter Weibull distribution are considered. One is the numerical integration method based on Laplace method.
The other is based on the Gibbs sampling algorithm.

关键词

Weibull 分布 / Laplace方法 / Bayes估计 / 自适应抽样 / Gibbs抽样.

Key words

Weibull distribution / Laplace method / Bayesian estimation / adaptive rejection sampling / Gibbs sampling.

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汤银才 , 侯道燕. 三参数Weibull分布参数的Bayes估计. 系统科学与数学, 2009, 29(1): 109-115. https://doi.org/10.12341/jssms10114
TANG Yincai , HOU Daoyan. Bayesian Estimation of Three-Parameter Weibull Distribution. Journal of Systems Science and Mathematical Sciences, 2009, 29(1): 109-115 https://doi.org/10.12341/jssms10114
中图分类号: 62N05   
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