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Information Journal Paper

Title

BAYESIAN PREDICTION INTERVALS UNDER BIVARIATE TRUNCATED GENERALIZED CAUCHY DISTRIBUTION

Pages

  133-153

Keywords

HIGHEST POSTERIOR DENSITY (HPD) PREDICTION INTERVALSQ1

Abstract

 Ateya and Madhagi (2011) introduced a multivariate form of truncated GENERALIZED CAUCHY DISTRIBUTION (TGCD), which introduced by Ateya and Al-Hussaini (2007). The multivariate version of (TGCD) is denoted by (MVTGCD). Among the features of this form are that subvectors and conditional subvectors of random vectors, distributed according to this distribution, have the same form of distribution (MVTGCD). They also introduced the joint density function, conditional density function, MOMENT GENERATING FUNCTION and MIXED MOMENTS. Also, they estimated all parameters of the distribution using the maximum likelihood and Bayes methods. In this paper, we used the point of view, introduced by Al-Hussaini and Ateya (2010), to obtain the Highest Posterior Density (HPD) prediction intervals of future observations from bivariate truncated GENERALIZED CAUCHY DISTRIBUTION (BVTGCD).

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    APA: Copy

    F. ATEYA, SAIEED. (2010). BAYESIAN PREDICTION INTERVALS UNDER BIVARIATE TRUNCATED GENERALIZED CAUCHY DISTRIBUTION. JOURNAL OF STATISTICAL RESEARCH OF IRAN (JSRI), 7(2), 133-153. SID. https://sid.ir/paper/129946/en

    Vancouver: Copy

    F. ATEYA SAIEED. BAYESIAN PREDICTION INTERVALS UNDER BIVARIATE TRUNCATED GENERALIZED CAUCHY DISTRIBUTION. JOURNAL OF STATISTICAL RESEARCH OF IRAN (JSRI)[Internet]. 2010;7(2):133-153. Available from: https://sid.ir/paper/129946/en

    IEEE: Copy

    SAIEED F. ATEYA, “BAYESIAN PREDICTION INTERVALS UNDER BIVARIATE TRUNCATED GENERALIZED CAUCHY DISTRIBUTION,” JOURNAL OF STATISTICAL RESEARCH OF IRAN (JSRI), vol. 7, no. 2, pp. 133–153, 2010, [Online]. Available: https://sid.ir/paper/129946/en

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