联合均值与方差模型的Bayes分析  

Bayesian analysis for joint mean and variance models

作　　者：赵远英[1] 徐登可[2] 庞一成[3] ZHAO Yuan-ying1, XU Deng-ke2, PANG Yi-cheng3(1. College of Mathematics and Information Science, Guiyang University, Guiyang 550005, China;2. Department of Statistics, Zhejiang Agriculture and Forestry University, Lin＇an 311300, China;3. School of Mathematics and Statistics, Guizhou University of Finance and Economics, Guiyang 550025, Chin)

机构地区：[1]贵阳学院数学与信息科学学院,贵州贵阳550005 [2]浙江农林大学统计系,浙江临安311300 [3]贵州财经大学数学与统计学院,贵州贵阳550025

出　　处：《高校应用数学学报（A辑）》2018年第2期157-166,共10页Applied Mathematics A Journal of Chinese Universities(Ser.A)

基　　金：国家自然科学基金(11761016;11661015);全国统计科学研究项目(2015LY70;2016LZ06);贵州省科学技术基金(黔科合LH字[2014]7164;J[2015]2026);贵州省教育厅自然科学基金(黔教合KY字[2014]249);浙江省自然科学基金(LY17A010026)

摘　　要：研究联合均值与方差模型的Bayes分析,通过应用Gibbs抽样和MetropolisHastings(MH)算法计算模型未知参数的Bayes估计与Bayes数据删除影响诊断统计量.模拟研究和实例分析说明该方法的可行性.Bayesian analysis for joint mean and variance models is studied in this paper, in which Gibbs sampler and Metropolis-Hastings algorithm are used to calculate Bayesian estimations of unknown parameters and Bayesian case deletion diagnostic. Simulation studies and a real example are used to illustrate the proposed methodology.

关 键 词：BAYES 分析 数据删除 GIBBS抽样 MH算法 联合均值与方差模型 

分 类 号：O212.8[理学—概率论与数理统计]