Bayesian Estimation of Parameters in the Exponentiated Gumbel Distribution
Author(s):
Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:
The Exponentiated Gumbel (EG) distribution has been proposed to capture some aspects of the data that the Gumbel distribution fails to specify. In this paper, we estimate the EG's parameters in the Bayesian framework. We consider a 2-level hierarchical structure for prior distribution. As the posterior distributions do not admit a closed form, we do an approximated inference by using Gibbs and Metropolis-Hastings algorithm.
Keywords:
Language:
Persian
Published:
Journal of Statistical Research of Iran, Volume:13 Issue: 2, Summer and Autumn 2016
Pages:
181 to 195
https://www.magiran.com/p1711367
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