METROPOLIS-HASTINGS

作品数:44被引量:158H指数:6
导出分析报告
相关领域:自动化与计算机技术理学更多>>
相关作者:张邦宁方丽婷黄建国金勇梁彦更多>>
相关机构:西北工业大学解放军理工大学吉林大学福州大学更多>>
相关期刊:《理论数学》《岩土工程学报》《高校应用数学学报(A辑)》《工程数学学报》更多>>
相关基金:国家自然科学基金中国博士后科学基金国家重点基础研究发展计划国家教育部博士点基金更多>>
-

检索结果分析

结果分析中...
选择条件:
  • 期刊=Open Journal of Statisticsx
条 记 录,以下是1-5
视图:
排序:
On Analysis of the Behrens-Fisher Problem Based on Bayesian Evidence
《Open Journal of Statistics》2019年第1期1-14,共14页Nengak Emmanuel Goltong Sani Ibrahim Doguwa 
In this paper we have demonstrated the ability of the new Bayesian measure of evidence of Yin (2012, Computational Statistics, 27: 237-249) to solve both the Behrens-Fisher problem and Lindley's paradox. We have provi...
关键词:Behrens-Fisher PROBLEM Lindley's PARADOX METROPOLIS-HASTINGS Algorithm PARETO Prior t Distribution 
Bayesian Analysis of the Behrens-Fisher Problem under a Gamma Prior
《Open Journal of Statistics》2018年第6期902-914,共13页Nengak Emmanuel Goltong Sani Ibrahim Doguwa 
Yin [1] has developed a new Bayesian measure of evidence for testing a point null hypothesis which agrees with the frequentist p-value thereby, solving Lindley’s paradox. Yin and Li [2] extended the methodology of Yi...
关键词:Behrens-Fisher PROBLEM Lindley’s PARADOX METROPOLIS-HASTINGS Algorithm INFORMATIVE PRIORS 
Estimating GARCH Modeling Using Metropolis-Hastings Method in R
《Open Journal of Statistics》2018年第6期931-938,共8页Min Wang Yunshun Wu 
This paper mainly talks about a popular approach of volatility of a GARCH-type model in R, while the disturbances are independent and have identical Student-t distribution. It uses the Metropolis-Hastings method to pe...
关键词:Student’s t Distribution DEGREE of FREEDOM GARCH t Model R METROPOLIS-HASTINGS METHOD 
Comparison of the Sampling Efficiency in Spatial Autoregressive Model
《Open Journal of Statistics》2015年第1期10-20,共11页Yoshihiro Ohtsuka Kazuhiko Kakamu 
A random walk Metropolis-Hastings algorithm has been widely used in sampling the parameter of spatial interaction in spatial autoregressive model from a Bayesian point of view. In addition, as an alternative approach,...
关键词:Acceptance-Rejection METROPOLIS-HASTINGS ALGORITHM Griddy Gibbs SAMPLER Markov Chain Monte Carlo (MCMC) Random WALK METROPOLIS-HASTINGS ALGORITHM Spatial AUTOREGRESSIVE Model 
Comparison of the Bayesian Methods on Interval-Censored Data for Weibull Distribution被引量:1
《Open Journal of Statistics》2014年第8期570-577,共8页Al Omari Mohammed Ahmed 
This study considers the estimation of Maximum Likelihood Estimator and the Bayesian Estimator of the Weibull distribution with interval-censored data. The Bayesian estimation can’t be used to solve the parameters an...
关键词:Weibull DISTRIBUTION BAYESIAN Method INTERVAL Censored METROPOLIS-HASTINGS Algorithm Lindley’s APPROXIMATION 
检索报告 对象比较 聚类工具 使用帮助 返回顶部