The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Bayesian estimation of ordered parameters

순서화 모수에 대한 베이지안 추정

  • 정광모 (정보통신연구소 연구원, 109-735 부산시 금정구 장전동, 부산대학교 통계학과) ;
  • 정윤식 (정보통신연구소 연구원, 109-735 부산시 금정구 장전동, 부산대학교 통계학과)
  • Published : 1996.03.01
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Abstract

We discussed estimation of parameters using Gibbs sampler under order restriction on the parameters. Two well-knwon probability models, ordered exponential family and binomial distribution, are considered. We derived full conditional distributions(FCD) and also used one-for-one sampling algorithm to sample from the FCD's under order restrictions. Finally through two real data sets we compared three kinds of estimators; isotonic regression estimator, isotonic Bayesian estimator and the estimator using Gibbs sampler.

분포함수의 모수가 순서제약조건을 갖는 경우에 깁스샘플러(Gibbs sampler)를 이용한 모수 추정에 관해 논의하였다. 순서화 모수를 갖는 지수분포족 및 이항분포모형을 고려하고 완전조건부 분포를 유도하였으며 순서제약 조건을 만족하는 표본추출을 위해 일 대 일 대응 추출 알고리즘을 적용하였다. 동위회귀 최우추정량 및 동위베이지안 추정량과 그 결과를 비교하였다.

Keywords

References

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