Improved Bayes estimators and prediction for the Wilson-Hilferty distribution

AUTOR(ES)

RAMOS, PEDRO L.

FONTE

An. Acad. Bras. Ciênc.

DATA DE PUBLICAÇÃO

19/08/2019

RESUMO

Abstract: In this paper, we revisit the Wilson-Hilferty distribution and presented its mathematical properties such as the r-th moments and reliability properties. The parameters estimators are discussed using objective reference Bayesian analysis for both complete and censored data where the resulting marginal posterior intervals have accurate frequentist coverage. A simulation study is presented to compare the performance of the proposed estimators with the frequentist approach where it is observed a clear advantage for the Bayesian method. Finally, the proposed methodology is illustrated on three real datasets.

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