Volume 12, Issue 4, December 2013, Pages 356 - 377
Bayesian Inference on the Generalized Gamma Distribution Based on Generalized Order Statistics
- M. Maswadah, Ali M. Seham, M. Ahsanullah
- Corresponding Author
- M. Maswadah
Available Online 1 December 2013.
- https://doi.org/10.2991/jsta.2013.12.4.4How to use a DOI?
- Generalized gamma distribution; Generalized order statistics; Asymptotic maximum likelihood estimation; Bayesian inference
- In this paper, the confidence intervals for the generalized gamma distribution parameters are derived based on the Bayesian approach using the informative and non-informative priors and the classical approach, via the Asymptotic Maximum likelihood estimation, based on the generalized order statistics. For measuring the performance of the Bayesian approach comparing to the classical approach, the confidence intervals of the unknown parameters have been studied, via Monte Carlo simulations and some real data. The simulation results indicated that the confidence intervals based on the Bayesian approach compete and outperform those based on the classical approach.
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
TY - JOUR AU - M. Maswadah AU - Ali M. Seham AU - M. Ahsanullah PY - 2013 DA - 2013/12 TI - Bayesian Inference on the Generalized Gamma Distribution Based on Generalized Order Statistics JO - Journal of Statistical Theory and Applications SP - 356 EP - 377 VL - 12 IS - 4 SN - 2214-1766 UR - https://doi.org/10.2991/jsta.2013.12.4.4 DO - https://doi.org/10.2991/jsta.2013.12.4.4 ID - Maswadah2013 ER -