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Wyszukujesz frazę "Bayes Estimator" wg kryterium: Temat


Tytuł:
Development of Small Area Estimationin Official Statistics
Autorzy:
Kordos, Jan
Tematy:
small area estimation
official statistics
sampling survey
direct estimation
indirect estimation
empirical Bayes estimator
hierarchical Bayes estimator
data quality
Pokaż więcej
Wydawca:
Główny Urząd Statystyczny
Powiązania:
https://bibliotekanauki.pl/articles/466085.pdf  Link otwiera się w nowym oknie
Opis:
The author begins with a general assessment of the mission of the National Statistics Institutes (NSIs), main producers of official statistics, which are obliged to deliver high quality statistical information on the state and evolution of the population, the economy, the society and the environment. These statistical results must be based on scientific principles and methods. They must be made available to the public, politics, economy and research for decision-making and information purposes. Next, before discussing general issues of small area estimation (SAE) in official statistics, the author reminds: the methods of sampling surveys, data collection, estimation procedures, and data quality assessment used for official statistics. Statistical information is published in different breakdowns with stable or even decreasing budget while being legally bound to control the response burden. Special attention is paid, from a practitioner point of view, to synthetic development of small area estimation in official statistics, beginning with international seminars and conferences devoted to SAE procedures and methods (starting with the Canadian symposium, 1985, and the Warsaw conference, 1992, to the Poznan conference, Poland, 2014), and some international projects (EURAREA, SAMPLE, BIAS, AMELI, ESSnet). Next, some aspects of development of SAE in official statistics are discussed. At the end some conclusions regarding quality of SAE procedures are considered.
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Bayesian estimation of the Gini index and the Bonferroni index for the Dagum distribution with the application of different priors
Autorzy:
Arora, Sangeeta
Mahajan, Kalpana K.
Jangra, Vikas
Tematy:
Inequality measures
Bayes estimator
credible interval
LINEX loss function
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Wydawca:
Główny Urząd Statystyczny
Powiązania:
https://bibliotekanauki.pl/articles/2107043.pdf  Link otwiera się w nowym oknie
Opis:
Bayesian estimators and highest posterior density credible intervals are obtained for two popular inequality measures, viz. the Gini index and the Bonferroni index in the case of the Dagum distribution. The study considers informative and non-informative priors, i.e. the Mukherjee-Islam prior and the extension of Jeffrey’s prior, respectively, under the presumption of the Linear Exponential (LINEX) loss function. A Monte Carlo simulation study is carried out in order to obtain the relative efficiency of both the Gini and Bonferroni indices while taking into consideration different priors and loss functions. The estimated loss proves lower when using the Mukherjee-Islam prior in comparison to the extension of Jeffrey’s prior and the LINEX loss function outperforms the squared error loss function (SELF) in terms of the estimated loss. Highest posterior density credible intervals are also obtained for both these measures. The study used real-life data sets for illustration purposes.
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Estimating normal density and normal distribution function: is Kolmogorovs estimator admissible?
Autorzy:
Rukhin, Andrew
Tematy:
point estimation
normal density
Bayes estimator
quadratic loss
admissibility
normal distribution function
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Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Powiązania:
https://bibliotekanauki.pl/articles/1340688.pdf  Link otwiera się w nowym oknie
Opis:
The statistical estimation problem of the normal distribution function and of the density at a point is considered. The traditional unbiased estimators are shown to have Bayes nature and admissibility of related generalized Bayes procedures is proved. Also inadmissibility of the unbiased density estimator is demonstrated.
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Bayesian and Non Bayesian Method of Estimation of Scale Parameter of Gamma Distribution under Symmetric and Asymmetric Loss Functions
Autorzy:
Gupta, Isha
Gupta, Rahul
Tematy:
Bayes Estimator
Linex Loss Function
Precautionary Loss Function
Risk Function
Squared Error Loss Function
Pokaż więcej
Wydawca:
Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Powiązania:
https://bibliotekanauki.pl/articles/1177726.pdf  Link otwiera się w nowym oknie
Opis:
In this investigation, we consider Bayesian and Non-Bayesian estimation problems of unknown scale parameter of Gamma distribution assuming the shape parameter as known and derive Bayes and Classical (Non-Bayes) estimators of the scale parameter. Bayes estimators are obtained under symmetric (squared error) and asymmetric (linex and precautionary) loss functions using a non-informative prior. The risk efficiency of Bayes estimators is also obtained under these loss functions. Finally, the simulation study is done to compare the performance of these estimators using MATLAB software.
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Bayesian estimation of fertility rates under imperfect age reporting
Autorzy:
Verma, Vivek
Nath, Dilip C.
Dwivedi, S. N.
Tematy:
Fisher information
square error loss function
age-specific marital fertility rate
Bayes estimator
maximum likelihood principle
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Wydawca:
Główny Urząd Statystyczny
Powiązania:
https://bibliotekanauki.pl/articles/14761323.pdf  Link otwiera się w nowym oknie
Opis:
This article outlines the application of the Bayesian method of parameter estimation to situations where the probability of age misreporting is high, leading to transfers of an individual from one age group to another. An essential requirement for Bayesian estimation is prior distribution, derived for both perfect and imperfect age reporting. As an alternative to the Bayesian methodology, a classical estimator based on the maximum likelihood principle has also been discussed. Here, the age misreporting probability matrix has been constructed using a performance indicator, which incorporates the relative performance of estimators based on age when reported correctly instead of misreporting. The initial guess of performance indicators can either be empirically or theoretically derived. The method has been illustrated by using data on Empowered Action Group (EAG) states of India from National Family Health Survey-3 (2005-2006) to estimate the total marital fertility rates. The present study reveals through both a simulation and real-life set-up that the Bayesian estimation method has been more promising and reliable in estimating fertility rates, even in situations where age misreporting is higher than in case of classical maximum likelihood estimates.
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Raport Badawczy = Research Report ; RB/16/2003
Bayes life-time tests with imprecise input information
Autorzy:
Hryniewicz, Olgierd (1948– )
Wydawca:
Instytut Badań Systemowych. Polska Akademia Nauk
Systems Research Institute. Polish Academy of Sciences
Powiązania:
Raport Badawczy = Research Report
Opis:
9 pages ; 21 cm
Bibliografia s. 8-9
Bibliography p. 8-9
The problem of the Bayes estimation of the failure rate is considered when the reliability data are presented in a vague form. It is also assumed that the prior information about the estimated failure rate is given in the form of the gamma distribution with imprecisely defined parameters. Fuzzy sets are used to model the lack of precision. The formulae are given for the fuzzy Bayes estimator of the failure rate.
9 stron ; 21 cm
Dostawca treści:
RCIN - Repozytorium Cyfrowe Instytutów Naukowych
Książka
Tytuł:
Generalized Bayes Estimation of Spatial Autoregressive Models
Autorzy:
Chaturvedi, Anoop
Mishra, Sandeep
Tematy:
spatial autoregressive model
prior and posterior distributions
generalized Bayes estimator
admissibility and minimaxity
total fertility rate (TFR)
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Wydawca:
Główny Urząd Statystyczny
Powiązania:
https://bibliotekanauki.pl/articles/1194464.pdf  Link otwiera się w nowym oknie
Opis:
The spatial autoregressive (SAR) models are widely used in spatial econometrics for analyzing spatial data involving spatial autocorrelation structure. The present paper derives a Generalized Bayes estimator for estimating the parameters of a SAR model. The admissibility and minimaxity properties of the estimator have been discussed. For investigating the finite sample behaviour of the estimator, the results of a simulation study have been presented. The results of the paper are applied to demographic data on total fertility rate for selected Indian states.
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Bayes reliability tests with imprecise input data
Raport Badawczy = Research Report ; RB/32/2002
Autorzy:
Hryniewicz, Olgierd (1948– )
Wydawca:
Instytut Badań Systemowych. Polska Akademia Nauk
Systems Research Institute. Polish Academy of Sciences
Powiązania:
Raport Badawczy = Research Report
Opis:
Bibliografia s. 8
8 pages ; 21 cm
Bibliography p. 8
In this report, the problem of the Bayes estimation of the failure rate is considered when the reliability data is presented in a vague form. It is also assued that the prior information about the estimated failure rate is given in the form of the gamma distribution with imprecisely defined parameters. Fuzzy sets are used to model the lack of precision. The formulae are given for the fuzzy Bayes estimator of the failure rate.
8 stron ; 21 cm
Dostawca treści:
RCIN - Repozytorium Cyfrowe Instytutów Naukowych
Książka
Tytuł:
On the Bayes estimators of the parameters of inflated modified power series distributions
Autorzy:
Murat, Małgorzata
Szynal, Dominik
Tematy:
posterior distributions
posterior moments
Bayes estimator
inflated distribution
generalized Pareto distribution
generalized Poisson distribution
generalized negative binomial distribution
lost games distribution
Pokaż więcej
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Powiązania:
https://bibliotekanauki.pl/articles/729948.pdf  Link otwiera się w nowym oknie
Opis:
In this paper, we study the class of inflated modified power series distributions (IMPSD) where inflation occurs at any of support points. This class includes among others the generalized Poisson,the generalized negative binomial and the lost games distributions. We derive the Bayes estimators of parameters for these distributions when a parameter of inflation is known. First, we take as the prior distribution the uniform, Beta and Gamma distribution. In the second part of this paper, the prior distribution is the generalized Pareto distribution.
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Bayesian approach to linear regression
Bayesowskie podejście do regresji liniowej
Autorzy:
Herud, Anna
Opis:
Tematem pracy jest analiza bayesowskiego podejścia do regresji liniowej. Przedstawiony został ogólny zarys tej idea opierający się na trzech krokach: określeniu postaci modelu wraz z doborem odpowiedniego rozkładu a priori szukanych parametrów, wyliczeniem rozkładu a posteriori parametrów i wyprowadzeniem opartych na nim statystyk, oraz ostatecznej weryfikacji modelu. Przedstawione zostały niektóre rodzaje rozkładów a priori, tj. referencyjne rozkłady a priori, sprzężone oraz subiektywne. Wprowadzone zostały również niektóre algorytmy próbkowania Monte Carlo łańcuchami Markova, służące do wyznaczania rozkładu a posteriori. Zdefiniowany został także predyktywny rozkład a posteriori, służący do wyznaczania predykcji oraz oceny dokładności modelu. Rozumowanie to zostało przeprowadzone na przykładzie z danymi rzeczywistymi.
The subject of the thesis is the analysis of the Bayesian approach to linear regression. A general outline of this idea was presented, based on three steps: 1.Defining the form of the the model together with the selection of the appropriate a priori distribution of the unknown parameters, 2. Calculating the posterior distribution of parameters and deriving statistics based on it, and 3. Final verification of the model. Some types of a priori distributions have been presented: reference a priori distributions, conjugated and subjective. Three Markov Chain Monte Carlo sampling algorithms have also been introduced, which are used to approximate the posterior distribution. The predictive a posteriori distribution, which is used to determine prediction and assess the accuracy of the model has also been defined. This reasoning was also carried out on the example of real data.
Dostawca treści:
Repozytorium Uniwersytetu Jagiellońskiego
Inne

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