Sains Malaysiana 43(9)(2014): 1433–1437
Approximate Bayesian Estimates of Weibull Parameters with
Lindley’s Method
(Anggaran Pengamiran Bayesian untuk Parameter Weibull Menggunakan Kaedah Lindley’s)
CHRIS BAMBEY GUURE*1 & NOOR AKMA IBRAHIM2
1Department
of Biostatistics, School of Public Health, University of Ghana
Legon,
Accra, Ghana
2Department
of Mathematics, Faculty of Science, Universiti Putra
Malaysia
43400 Serdang, Selangor, Malaysia
Diserahkan: 14 Oktober 2013/Diterima: 13 Januari 2014
ABSTRACT
One of the most
important lifetime distributions that is used for
modelling and analysing data in clinical, life
sciences and engineering is the Weibull distribution. The main objective of
this paper was to determine the best estimator for the two-parameter Weibull
distribution. The methods under consideration are the frequentist maximum likelihood estimator, least square regression estimator and the
Bayesian estimator by using two loss functions, which are squared error and
linear exponential. Lindley approximation is used to obtain the Bayes
estimates. Comparisons are made through simulation study to determine the
performance of these methods. Based on the results obtained from this
simulation study the Bayesian approach used in estimating the Weibull
parameters under linear exponential loss function is found to be superior as
compared to the conventional maximum likelihood and least squared methods.
Keywords: Bayesian;
least squarer; maximum Likelihood; squared error and linear exponential loss
functions
ABSTRAK
Salah satu taburan jangka hayat yang sangat penting yang sering digunakan dalam pemodelan dan analisis data klinikal, sains hayat dan kejuruteraan adalah taburan Weibull. Objektif utama kertas ini adalah untuk menentukan penganggar yang
paling baik bagi taburan Weibull dua-parameter. Kaedah yang dipertimbangkan adalah anggaran kebolehjadian maksimum, anggaran regresi kuasa dua terkecil dan anggaran Bayes menggunakan dua fungsi, iaitu ralat kuasa dua dan fungsi,
linear eksponen. Pengamiran Lindley digunakan untuk memperoleh anggaran Bayes. Perbandingan dijalankan melalui simulasi untuk menentukan prestasi kaedah. Hasil yang diperoleh daripada kajian simulasi menunjukkan pendekatan Bayes dalam menganggar parameter
Weibull dengan fungsi linear eksponen didapati lebih baik jika dibandingkan dengan kaedah konvensional kebolehjadiaan maksimum dan kaedah kuasa dua terkecil berdasarkan nilai ralat kuasa dua min.
Kata kunci: Bayesian; fungsi ralat kuasa dua dan linear eksponen; kebolehjadiaan maksimum; regresi kuasa dua terkecil
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*Pengarang untuk surat-menyurat;
email: cbguure@ug.edu.gh
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