A Bayesian Estimation of three Parameters in the Generalized Gamma Distribution

碩士 === 國立中興大學 === 應用數學系 === 85 === The generalized gamma distribution (g.g.d.) is an important distributionin reliability modelling and survial analysis. Unfortunately, the statisticalanalysis of the g.g.d. has proven to be quite difficult....

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Bibliographic Details
Main Authors: Huang, Ching-Hsuan, 黃清玄
Other Authors: Tze Fen Li
Format: Others
Language:zh-TW
Published: 1997
Online Access:http://ndltd.ncl.edu.tw/handle/59310877491863091234
Description
Summary:碩士 === 國立中興大學 === 應用數學系 === 85 === The generalized gamma distribution (g.g.d.) is an important distributionin reliability modelling and survial analysis. Unfortunately, the statisticalanalysis of the g.g.d. has proven to be quite difficult.In this paper,a Bayesianalgorithm to estimation of three parameters in the g.g.d. is discussed. A recursive formula is derived to compute the estimates of three parameters.The results of a Monte Carlo simulation study with the g.g.d. are presented todemonstrate the favorable estimation by the Bayesian estimation algorithm.