三参数威布尔分布的最大似然估计与贝叶斯估计比较

A Comparison of Maximum Likelihood and Bayesian Estimators for the Three- Parameter Weibull Distribution

Journal of the Royal Statistical Society. Series C: Applied Statistics · 1987
被引 578 · 同刊同年前 6%
ABS 3

中文导读

研究了三参数威布尔分布的最大似然和贝叶斯估计,发现两者差异大,探讨原因并尝试减少差异,结论是贝叶斯方法有实际优势。

Abstract

Maximum likelihood and Bayesian estimators are developed and compared for the three‐parameter Weibull distribution. For the data analysed in the paper, the two sets of estimators are found to be very different. The reasons for this are explored, and ways of reducing the discrepancy, including reparametrization, are investigated. Our overall conclusion is that there are practical advantages to the Bayesian approach.

统计学计量经济学参数估计贝叶斯方法