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零膨胀威布尔分布的客观贝叶斯分析

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为了及时发现金融保险账户被盗的风险,该文构建了零膨胀威布尔分布模型,通过客观贝叶斯分析推导出参数的Jeffreys先验和reference先验,并设计出相应的抽样机制.设置不同的样本容量和参数真值,对参数估计进行数值仿真,实现了较好的估计效果.
The Objective Bayesian Analysis of Zero-Inflated Weibull Model
In order to timely detect the risk of theft of financial and insurance accounts,the zero-inflated Weibull distribution model is proposed.Through objective Bayesian analysis,the Jeffreys and reference priors of the parame-ters are derived in detail,and corresponding sampling mechanisms are designed.By setting different sample sizes and parameter truth values,numerical simulations are conducted on parameter estimation,and good estimation results are achieved.

zero-inflated Weibull modelobjective Bayesian analysisreference prior

刘梦瑶、肖翔

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上海工程技术大学数理与统计学院,上海 201620

零膨胀威布尔分布 客观贝叶斯分析 reference先验

国家自然科学基金

12301320

2024

江西师范大学学报(自然科学版)
江西师范大学

江西师范大学学报(自然科学版)

CSTPCD北大核心
影响因子:0.538
ISSN:1000-5862
年,卷(期):2024.48(3)
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