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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R2021-16 |
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) |
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Keyword(1) |
Optimum predictor |
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posterior mean |
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reference prior |
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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 |
6 |
Date of Issue |
2021-07-10 (R) |
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