Bayes estimation of change point in the count data model: a Particular case of Discrete Burr Type III Distribution
DOI:
https://doi.org/10.15415/mjis.2014.31008Keywords:
Bayes estimate, Change point, discrete Burr type III distributionAbstract
A sequence of independent count data X1, X2..., Xm, Xm+1,...., Xnwhere observations from a particular case of discrete Burr family-type III distribution with distribution function F1(t) at time t later it was found that there was change in the system at some point of time m and it is a reflected in the sequence Xmby change in distribution function F2(t) at time t. The Bayes estimates of change point and parameters of Particular case of Bur Type III Distribution are derived under Linex and General Entropy loss functions.
Downloads
References
Burr, I. W. (1942), “cumulative frequency function”, Ann. Math. Statistics, Vol 1. No. 2, pp 215-232. http://dx.doi.org/10.1214/aoms/1177731607
Fry, R. L. Tin (1993), Univariate and multivariate Burr Distributions-A survey, Pak. J Staist. , 9A, 1-24.
Nair, N. U., and Asha, G. (2004), Characterizations using failure and reversed failure rates, J. Ind. Soc. Probab. And statist, 8, 45-56.
Sreehari M.. (2008) “On a Class of Discrete Distributions Analogous to Burr Family”, Journal of the Indian Statistical Association, Vol.46, 2, pp 263-181.
Broemeling, L. D. and Tsurumi, H. (1987). Econometrics and structural change, Marcel Dekker, New York.
Jani, P. N. and Pandya, M. (1999). Bayes estimation of shift point in left Truncated Exponential Sequence, Communications in Statistics (Theory and Methods), 28(11), 2623-2639. http://dx.doi.org/10.1080/03610929908832442
Pandya, M. (2013). “Bayesian Estimation of AR (1) with Change Point under Asymmetric Loss Functions “, Statistics Research Letters (SRL) Volume 2 Issue 2, May 2013.
Pandya, M. Pandya, S and Andharia, P. (2014). ” Bayes Estimation of Generalized Compound Rayleigh Distribution with Change Point” Statistics Research Letters (SRL) Volume 3 Issue 2, May 2014 www.srl-journal.org
Varian, H. R. (1975). “A Bayesian approach to real estate assessment,” Studies in Bayesian econometrics and Statistics in Honor of Leonard J. Savage, (Feigner and Zellner, Eds.) North Holland Amsterdam, 195-208.
Calabria, R. and Pulcini, G. (1996). “Point estimation under asymmetric loss functions for left-truncated exponential samples”, Communication in Statistics (Theory and Methods), 25(3), 585-600. http://dx.doi.org/10.1080/03610929608831715
Downloads
Published
How to Cite
Issue
Section
License
Articles in Mathematical Journal of Interdisciplinary Sciences (Math. J. Interdiscip. Sci.) by Chitkara University Publications are Open Access articles that are published with licensed under a Creative Commons Attribution- CC-BY 4.0 International License. Based on a work at https://mjis.chitkara.edu.in. This license permits one to use, remix, tweak and reproduction in any medium, even commercially provided one give credit for the original creation.
View Legal Code of the above mentioned license, https://creativecommons.org/licenses/by/4.0/legalcode
View Licence Deed here https://creativecommons.org/licenses/by/4.0/
 |
Mathematical Journal of Interdisciplinary Sciences by Chitkara University Publications is licensed under a Creative Commons Attribution 4.0 International License. Based on a work at https://mjis.chitkara.edu.in |
