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Paper Abstract and Keywords
Presentation 2021-07-17 13:00
Non-informative Priors for the Inverse Gaussian Distribution
Takenori Sakumura (Hosei Univ.), Takemi Yanagimoto (ISM) R2021-16
Abstract (in Japanese) (See Japanese page) 
(in English) In reliability engineering, the distribution of the initial arrival time in the accelerated degradation model is represented by an inverse Gaussian distribution. The inverse Gaussian distribution is a typical distribution belonging to the exponential dispersion model along with the normal and gamma distributions. The Bayesian estimator using the canonical parameter has good performance for the parameter estimation of this distribution. As an objective prior distribution, we consider assuming a prior distribution that does not give any information, such as a reference prior or a moment matching prior. We compare the performance of Bayesian estimators using these prior distributions by simulation under several loss functions.
Keyword (in Japanese) (See Japanese page) 
(in English) Optimum predictor / posterior mean / reference prior / moment matching prior / / / /  
Reference Info. IEICE Tech. Rep., vol. 121, no. 115, R2021-16, pp. 1-6, July 2021.
Paper # R2021-16 
Date of Issue 2021-07-10 (R) 
ISSN Online edition: ISSN 2432-6380
Copyright
and
reproduction
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
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Conference Information
Committee R  
Conference Date 2021-07-17 - 2021-07-17 
Place (in Japanese) (See Japanese page) 
Place (in English) Virtual 
Topics (in Japanese) (See Japanese page) 
Topics (in English) Reliability Theory, Communication Network Reliability, Reliability General 
Paper Information
Registration To R 
Conference Code 2021-07-R 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Non-informative Priors for the Inverse Gaussian Distribution 
Sub Title (in English)  
Keyword(1) Optimum predictor  
Keyword(2) posterior mean  
Keyword(3) reference prior  
Keyword(4) moment matching prior  
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1st Author's Name Takenori Sakumura  
1st Author's Affiliation Hosei University (Hosei Univ.)
2nd Author's Name Takemi Yanagimoto  
2nd Author's Affiliation The Institute of Statistical Mathematics (ISM)
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Speaker Author-1 
Date Time 2021-07-17 13:00:00 
Presentation Time 25 minutes 
Registration for R 
Paper # R2021-16 
Volume (vol) vol.121 
Number (no) no.115 
Page pp.1-6 
#Pages
Date of Issue 2021-07-10 (R) 


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