| 0–1膨胀几何分布的客观贝叶斯分析 |
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| 引用本文： | 肖翔,古晞.0–1膨胀几何分布的客观贝叶斯分析[J].上海工程技术大学学报,2021,35(3):266-271. |
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| 作者姓名： | 肖翔 古晞 |
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| 作者单位： | 1.上海工程技术大学 数理与统计学院，上海 2016202.同济大学 数学科学学院，上海 200092 |
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| 基金项目： | 全国统计科学研究资助项目（2020LY080） |
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| 摘 要： | 在医疗卫生、金融证券等应用领域，经常会同时出现零观测值、一观测值较多的情况. 为更好地拟合这类数据，提出0–1膨胀几何分布模型并进行客观贝叶斯分析. 通过参数变换，得到Jeffreys先验和reference先验. 设计后验分布的抽样算法，设置不同的样本量和参数真值，采用数值模拟方法对不同客观先验下的估计效果进行评估.
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| 关 键 词： | 0–1膨胀几何分布 Jeffreys先验 reference先验 客观贝叶斯分析 |
| 收稿时间： | 2021-05-06 |
Objective Bayesian analysis of zero-and-one-inflated geometric distribution |
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| XIAO Xiang,GU Xi.Objective Bayesian analysis of zero-and-one-inflated geometric distribution[J].Journal of Shanghai University of Engineering Science,2021,35(3):266-271. |
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| Authors: | XIAO Xiang GU Xi |
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| Affiliation: | 1.School of Mathematics, Physics and Statistics, Shanghai University of Engineering Science, Shanghai 201620, China2.School of Mathematical Science, Tongji University, Shanghai 200092, China |
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| Abstract: | Count datas with excess zeros and ones arise frequently in various fields such as medical health, finance and securities. In order to fit these datas better, a zero-and-one-inflated geometric distribution model was proposed and the objective Bayesian analysis was carried out. Based on parameter transformation, the Jeffreys prior and the reference prior were derived for this model. For different sample size and different true values of the parameters, simulations were adopted to assess the performance under the different objective priors through the sampling algorithm. |
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