On the Independence of Jeffreys’ Prior for Truncated-Exponential Skew-Symmetric Models

محورهای موضوعی : مجله بین المللی ریاضیات صنعتی

S. Mirzadeh ¹ (Department of Mathematics and Statistics, Mashhad Branch, Islamic Azad University, Mashhad, Iran.)
A. Iranmanesh ² (Department of Mathematics and Statistics, Mashhad Branch, Islamic Azad University, Mashhad, Iran.)
E. Ormoz ³ (Department of Mathematics and Statistics, Mashhad Branch, Islamic Azad University, Mashhad, Iran.)

تاریخ دریافت : 1399/08/29 تاریخ پذیرش : 1400/07/10 تاریخ انتشار : 1400/10/11

کلید واژه: Bayesian estimator, Posterior existence, Truncated exponential skew-logistic distributions, Simulation, Truncated-exponential skew-symmetric distributions, Jeffreys’ prior,

چکیده مقاله :

We study the independent Jeffreys' prior of the unknown location, scale and skewness parameters of truncated-exponential skew-symmetric distributions(TESSD). We show that this prior is symmetric and improper but it yields a proper posterior distribution for some densities. A simulation study using Monte Carlo methods is presented to compare the efficiency of Bayesian estimators in TESSD with Azzalinis' skew models under square error loss and Linex loss functions.

چکیده انگلیسی:

در این مقاله توزیع پیشین جفریز مستقل برای برآورد بیز پارامترهای مجهول مکان، مقیاس و چولگی در خانواده توزیع های نمایی بریده شده چوله(TESSD) مورد مطالعه قرار گرفته است. با وجود ناسره بودن توزیع پیشین، سره بودن توزیع پسین اثبات شده است. برای ارزیابی عملکرد برآوردهای بیز حاصل در مدل معرفی شده و مقایسه آن با مدل چوله آزالینی، مطالعات شبیه سازی به روش های مونت کارلو برای چند توزیع خاص از این خانواده انجام شده است. نتایج حاصله برتری برآوردهای بیز در خانواده TESSD نسبت به توزیع های چوله آزالینی را نشان می دهد.

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