| Full text | |
| Author(s): |
Ramos, Pedro L.
;
Mota, Alex L.
;
Ferreira, Paulo H.
;
Ramos, Eduardo
;
Tomazella, Vera L. D.
;
Louzada, Francisco
Total Authors: 6
|
| Document type: | Journal article |
| Source: | JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION; v. 91, n. 4, p. 31-pg., 2020-10-13. |
| Abstract | |
The inverse generalized gamma (IGG) distribution can be particularly useful for modelling reliability (survival) data with an upside-down bathtub hazard rate function. The mathematical properties and estimation methods are not known in the literature. In this paper, we provide Bayesian inferences for the IGG distribution parameters using non-informative priors, namely, the Jeffreys prior and the reference prior. Extensive numerical simulations are conducted to investigate the performance of the proposed estimation method when compared with the classical inference. Finally, the potentiality of the IGG model is analysed by employing real environmental data. (AU) | |
| FAPESP's process: | 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry |
| Grantee: | Francisco Louzada Neto |
| Support Opportunities: | Research Grants - Research, Innovation and Dissemination Centers - RIDC |
| FAPESP's process: | 19/27636-9 - Posteriori properties for Bayesian regression models and applications in large and complex industrial and medical data |
| Grantee: | Eduardo Ramos |
| Support Opportunities: | Scholarships in Brazil - Post-Doctoral |