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

Masoud Ganji; Roghayeh Mostafayi

doi:10.2991/jsta.d.190306.011

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Volume 18, Issue 1, March 2019, Pages 79 - 86

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

Authors

Masoud Ganji^*, Roghayeh Mostafayi

Department of Statistics, Faculty of Mathematical Science, University of Mohaghegh Ardabili, Ardabil, Iran

^*

Corresponding author. Email: mganji@uma.ac.ir

Received 1 March 2015, Accepted 13 March 2017, Available Online 31 March 2019.

DOI: 10.2991/jsta.d.190306.011 How to use a DOI?
Keywords: Bayes estimate; change point; mixture distribution; inverse Weibull distribution; maximum likelihood estimate
Abstract: We consider a sequence of independent random variables $X_{1}, X_{2}, \dots, X_{m}, \dots, X_{n} (n \geq 3)$ $X1,X2,…,Xm,…,Xnn≥3$ 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.
Copyright: © 2019 The Authors. Published by Atlantis Press SARL.
Open Access: This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).

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<Previous Article In Issue

Journal: Journal of Statistical Theory and Applications
Volume-Issue: 18 - 1
Pages: 79 - 86
Publication Date: 2019/03/31
ISSN (Online): 2214-1766
ISSN (Print): 1538-7887
DOI: 10.2991/jsta.d.190306.011 How to use a DOI?
Open Access: This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).

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ris enw bib

TY  - JOUR
AU  - Masoud Ganji
AU  - Roghayeh Mostafayi
PY  - 2019
DA  - 2019/03/31
TI  - Bayes and Non-Bayes Estimation of Change Point in Nonstandard Mixture Inverse Weibull Distribution
JO  - Journal of Statistical Theory and Applications
SP  - 79
EP  - 86
VL  - 18
IS  - 1
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.d.190306.011
DO  - 10.2991/jsta.d.190306.011
ID  - Ganji2019
ER  -

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