BAYESIAN INFERENCES FOR THE BIRNBAUM-SAUNDERS SPECIAL-CASE DISTRIBUTION

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Luiz Ricardo NAKAMURA
Roseli Aparecida LEANDRO
Cristian VILLEGAS

Resumo

In this paper, we discuss the estimation of the Birnbaum-Saunders Special-Case (BS-SC) distribution through the Bayesian approach considering its parameters independents, assuming gamma priors for both of them. As the full posterior conditionals do not have closed forms we use the Metropolis-Hastings algorithm to generate samples from the joint posterior distribution. We present a simulation study proposing the Markov chain Monte Carlo (MCMC) method as a random number generator, considering the cases where the BS-SC distribution has symmetric and asymmetric shapes. An application related to ozone concentration is presented in this paper using the described methodology.

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Como Citar
NAKAMURA, L. R., LEANDRO, R. A., & VILLEGAS, C. (2016). BAYESIAN INFERENCES FOR THE BIRNBAUM-SAUNDERS SPECIAL-CASE DISTRIBUTION. REVISTA BRASILEIRA DE BIOMETRIA, 34(2), 365–378. Recuperado de http://200.131.250.9/index.php/BBJ/article/view/146
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