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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Improved Bayes estimators and prediction for the Wilson-Hilferty distribution

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Author(s):
Ramos, Pedro L. [1] ; Almeida, Marco P. [1, 2] ; Tomazella, Vera L. D. [2] ; Louzada, Francisco [1]
Total Authors: 4
Affiliation:
[1] Univ Sao Paulo, Dept Matemat Aplicada & Estat, Ave TrabalhadorSao Carlense, 400, BR-13566590 Sao Carlos, SP - Brazil
[2] Univ Fed Sao Carlos, Dept Estat, Rodovia Washington Luis, Km 235, BR-13565905 Sao Carlos, SP - Brazil
Total Affiliations: 2
Document type: Journal article
Source: Anais da Academia Brasileira de Ciências; v. 91, n. 3 2019.
Web of Science Citations: 0
Abstract

Abstract: In this paper, we revisit the Wilson-Hilferty distribution and presented its mathematical properties such as the r-th moments and reliability properties. The parameters estimators are discussed using objective reference Bayesian analysis for both complete and censored data where the resulting marginal posterior intervals have accurate frequentist coverage. A simulation study is presented to compare the performance of the proposed estimators with the frequentist approach where it is observed a clear advantage for the Bayesian method. Finally, the proposed methodology is illustrated on three real datasets. (AU)

FAPESP's process: 17/25971-0 - Statistical inference of complex systems
Grantee:Pedro Luiz Ramos
Support Opportunities: Scholarships in Brazil - Post-Doctoral