利用中位秩集合采样进行贝叶斯回归分析

I. Nawajah, H. Kanj, Y. Kotb, Julian Hoxha, Mouhammad Alakkoumi, Kamel Jebreen
{"title":"利用中位秩集合采样进行贝叶斯回归分析","authors":"I. Nawajah, H. Kanj, Y. Kotb, Julian Hoxha, Mouhammad Alakkoumi, Kamel Jebreen","doi":"10.29020/nybg.ejpam.v17i1.5015","DOIUrl":null,"url":null,"abstract":"Bayesian estimation of the linear regression parameter system is considered by deploying Median Rank Set Sampling (MRSS). The full conditional distributions and the associated posterior distribution are obtained. Therefore, based on Markov Chain Monte Carlo simulation, the Bayesian point estimates and credible intervals for the regression parameters are determined. To measure the efficiency of the obtained Bayesian estimates concerning the frequentist estimates we compute the asymptotic relative efficiency of the obtained Bayesian estimates using Markov Chain Monte Carlo simulation.","PeriodicalId":51807,"journal":{"name":"European Journal of Pure and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":1.0000,"publicationDate":"2024-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Bayesian Regression Analysis using Median Rank Set Sampling\",\"authors\":\"I. Nawajah, H. Kanj, Y. Kotb, Julian Hoxha, Mouhammad Alakkoumi, Kamel Jebreen\",\"doi\":\"10.29020/nybg.ejpam.v17i1.5015\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Bayesian estimation of the linear regression parameter system is considered by deploying Median Rank Set Sampling (MRSS). The full conditional distributions and the associated posterior distribution are obtained. Therefore, based on Markov Chain Monte Carlo simulation, the Bayesian point estimates and credible intervals for the regression parameters are determined. To measure the efficiency of the obtained Bayesian estimates concerning the frequentist estimates we compute the asymptotic relative efficiency of the obtained Bayesian estimates using Markov Chain Monte Carlo simulation.\",\"PeriodicalId\":51807,\"journal\":{\"name\":\"European Journal of Pure and Applied Mathematics\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.0000,\"publicationDate\":\"2024-01-31\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"European Journal of Pure and Applied Mathematics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.29020/nybg.ejpam.v17i1.5015\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"European Journal of Pure and Applied Mathematics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.29020/nybg.ejpam.v17i1.5015","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0

摘要

通过采用中位秩集合采样(MRSS)对线性回归参数系统进行贝叶斯估计。可以得到完整的条件分布和相关的后验分布。因此,基于马尔可夫链蒙特卡罗模拟,确定了回归参数的贝叶斯点估计和可信区间。为了衡量所获得的贝叶斯估计值相对于频数估计值的效率,我们使用马尔可夫链蒙特卡罗模拟计算了所获得的贝叶斯估计值的渐近相对效率。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
Bayesian Regression Analysis using Median Rank Set Sampling
Bayesian estimation of the linear regression parameter system is considered by deploying Median Rank Set Sampling (MRSS). The full conditional distributions and the associated posterior distribution are obtained. Therefore, based on Markov Chain Monte Carlo simulation, the Bayesian point estimates and credible intervals for the regression parameters are determined. To measure the efficiency of the obtained Bayesian estimates concerning the frequentist estimates we compute the asymptotic relative efficiency of the obtained Bayesian estimates using Markov Chain Monte Carlo simulation.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
CiteScore
1.30
自引率
28.60%
发文量
156
期刊最新文献
On Quasi Generalized Exchange Algebras On Quasi Generalized Exchange Algebras $J^2$-Independence Parameters of Some Graphs Spectral Analysis of Splitting Signed Graph Codimension One Foliation and the Prime Spectrum of a Ring
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1