Approximating Bayes Estimates by Means of the Tierney Kadane, Importance Sampling and Metropolis-Hastings within Gibbs Methods in the Poisson-Exponential Distribution: A Comparative Study

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BASTAN F.; MirMostafaee S.M.T.K.

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Journal: IRANIAN JOURNAL OF OPERATIONS RESEARCH Year:2019 | Volume:10 | Issue:2 Page(s): 62-77

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Title

Approximating Bayes Estimates by Means of the Tierney Kadane, Importance Sampling and Metropolis-Hastings within Gibbs Methods in the Poisson-Exponential Distribution: A Comparative Study

Author(s)

BASTAN F. | MirMostafaee S.M.T.K. | Issue Writer Certificate

Keywords

Bayesian inference

Importance sampling method

Metropolis-Hastings within Gibbs algorithm

Monte Carlo simulation

Poisson-exponential distribution

Tierney Kadane approximation

Abstract

Here, we work on the problem of point estimation of the parameters of the Poisson-exponential distribution through the Bayesian and maximum likelihood methods based on complete samples. The point Bayes estimates under the symmetric squared error loss (SEL) function are approximated using three methods, namely the Tierney Kadane approximation method, the Importance sampling method and the Metropolis-Hastings within Gibbs algorithm. The interval estimators are also obtained. The performance of the point and interval estimators are compared with each other by means of a Monte Carlo simulation. Several conclusions are given at the end.

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APA: Copy

BASTAN, F., & MirMostafaee, S.M.T.K.. (2019). Approximating Bayes Estimates by Means of the Tierney Kadane, Importance Sampling and Metropolis-Hastings within Gibbs Methods in the Poisson-Exponential Distribution: A Comparative Study. IRANIAN JOURNAL OF OPERATIONS RESEARCH, 10(2), 62-77. SID. https://sid.ir/paper/780875/en

Vancouver: Copy

BASTAN F., MirMostafaee S.M.T.K.. Approximating Bayes Estimates by Means of the Tierney Kadane, Importance Sampling and Metropolis-Hastings within Gibbs Methods in the Poisson-Exponential Distribution: A Comparative Study. IRANIAN JOURNAL OF OPERATIONS RESEARCH[Internet]. 2019;10(2):62-77. Available from: https://sid.ir/paper/780875/en

IEEE: Copy

F. BASTAN, and S.M.T.K. MirMostafaee, “Approximating Bayes Estimates by Means of the Tierney Kadane, Importance Sampling and Metropolis-Hastings within Gibbs Methods in the Poisson-Exponential Distribution: A Comparative Study,” IRANIAN JOURNAL OF OPERATIONS RESEARCH, vol. 10, no. 2, pp. 62–77, 2019, [Online]. Available: https://sid.ir/paper/780875/en

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