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Bayesian analysis of the inverse generalized gamma distribution using objective priors
Journal of Statistical Computation and Simulation ( IF 1.2 ) Pub Date : 2020-10-15 , DOI: 10.1080/00949655.2020.1830991
Pedro L. Ramos 1 , Alex L. Mota 2 , Paulo H. Ferreira 1, 3 , Eduardo Ramos 1 , Vera L. D. Tomazella 2 , Francisco Louzada 1
Affiliation  

The inverse generalized gamma (IGG) distribution can be particularly useful for modelling reliability (survival) data with an upside-down bathtub hazard rate function. The mathematical properties and estimation methods are not known in the literature. In this paper, we provide Bayesian inferences for the IGG distribution parameters using non-informative priors, namely, the Jeffreys prior and the reference prior. Extensive numerical simulations are conducted to investigate the performance of the proposed estimation method when compared with the classical inference. Finally, the potentiality of the IGG model is analysed by employing real environmental data.



中文翻译:

使用客观先验的逆广义伽马分布的贝叶斯分析

逆广义伽玛(IGG)分布对于使用倒置浴缸危险率函数对可靠性(生存)数据进行建模特别有用。数学性质和估计方法在文献中是未知的。在本文中,我们使用非信息先验即Jeffreys先验和参考先验来提供IGG分布参数的贝叶斯推断。与经典推理相比,进行了广泛的数值模拟以研究所提出的估计方法的性能。最后,通过使用实际环境数据分析了IGG模型的潜力。

更新日期:2020-10-15
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