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Showing 2 results for Gibbs Sampler
Mahsa Abedini, Iraj Kazemi, Volume 19, Issue 1 (6-2014)
Abstract
In previous studies on fitting non-linear regression models with the symmetric structure the normality is usually assumed in the analysis of data. This choice may be inappropriate when the distribution of residual terms is asymmetric. Recently, the family of scale-mixture of skew-normal distributions is the main concern of many researchers. This family includes several skewed and heavy-tailed distributions, such as the skew-t and the skew slash, as special cases and is recommended as an alternative to the normal distribution. The statistical inference based on the maximization of marginal likelihoods is complicated, in general, for non-linear regression models and thus we implement the MCMC approach to obtain Bayes estimates. Finally, we fit a non-linear regression model using proposed distributions for a real data set to show the importance of the recommended model.
Ali Reza Taheriyoun, Gazelle Azadi, Volume 26, Issue 1 (12-2021)
Abstract
Profile monitoring is usually faced by control charts and mostly the response variable is observable in those problems. We confront here with a similar problem where the values of the reward function are observed instead of the response variable vector and we use the dart model to make it easier to understand. Supposing there exists at most one change-point, a sequence of independent points resulted by darts throws is observed and the estimation of parameters and the change-point (if there exists any) are presented using the frequentist and Bayesian approaches. In both the approaches, two possible precision scalar and matrix are studied separately. The results are examined through a simulation study and the methods applied on a real data.
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