1403/04/01
سیدمحمدتقی کامل میرمصطفائی

سیدمحمدتقی کامل میرمصطفائی

مرتبه علمی: دانشیار
ارکید: https://orcid.org/0000-0003-2796-4427
تحصیلات: دکترای تخصصی
اسکاپوس:
دانشکده: دانشکده علوم ریاضی
نشانی:
تلفن: 01135302428

مشخصات پژوهش

عنوان
Approximating Bayes Estimates by Means of the Tierney Kadane, Importance Sampling and Metropolis-Hastings within Gibbs Methods in the Poisson-Exponential Distribution: A Comparative Study
نوع پژوهش
JournalPaper
کلیدواژه‌ها
Bayesian inference, Importance sampling method, Metropolis-Hastings within Gibbs algorithm, Monte Carlo simulation, Poisson-exponential distribution, Tierney Kadane approximation.
سال
2019
مجله Iranian Journal of Operations Research
شناسه DOI
پژوهشگران Firozeh Bastan ، S.M.T.K. MirMostafaee

چکیده

Here, we work on the problem of point estimation of the parameters of the Poisson-exponential distribution through the Bayesian and maximum likelihood methods based on complete samples. The point Bayes estimates under the symmetric squared error loss (SEL) function are approximated using three methods, namely the Tierney Kadane approximation method, the importance sampling method and the Metropolis-Hastings within Gibbs algorithm. The interval estimators are also obtained. The performance of the point and interval estimators are compared with each other by means of a Monte Carlo simulation. Several conclusions are given at the end.