Analyses of prior selections for Gumbel distribution
In this paper, we acquaint some selections of priors for Gumbels’ parameters model. Simulation studies of Gumbel Distribution for eighteen pairs of priors based on the parameters’ characteristics and existing literatures were carried out. The usage of Markov Chain Monte Carlo via Metropolis-Hasting...
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Universiti Teknologi Malaysia
2013
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my.upm.eprints.302152015-10-29T08:24:22Z http://psasir.upm.edu.my/id/eprint/30215/ Analyses of prior selections for Gumbel distribution Rostami, Mohammad Adam, Mohd Bakri In this paper, we acquaint some selections of priors for Gumbels’ parameters model. Simulation studies of Gumbel Distribution for eighteen pairs of priors based on the parameters’ characteristics and existing literatures were carried out. The usage of Markov Chain Monte Carlo via Metropolis-Hasting algorithm is implemented. Our findings show that the combination of Gumbel and Rayleigh are the most compromise pair of priors for Gumbel model. We successfully employed the recommendation of the best pair priors to model the Malaysia Gold prices from 2001 to 2011. Universiti Teknologi Malaysia 2013-06 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/30215/1/Analyses%20of%20prior%20selections%20for%20Gumbel%20distribution.pdf Rostami, Mohammad and Adam, Mohd Bakri (2013) Analyses of prior selections for Gumbel distribution. Matematika, 29 (1). pp. 95-107. ISSN 0127-8274 http://www.matematika.utm.my/index.php/matematika/issue/view/83 English |
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Universiti Putra Malaysia |
| building |
UPM Library |
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Asia |
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Malaysia |
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Universiti Putra Malaysia |
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http://psasir.upm.edu.my/ |
| language |
English English |
| description |
In this paper, we acquaint some selections of priors for Gumbels’ parameters model. Simulation studies of Gumbel Distribution for eighteen pairs of priors based
on the parameters’ characteristics and existing literatures were carried out. The usage of Markov Chain Monte Carlo via Metropolis-Hasting algorithm is implemented. Our
findings show that the combination of Gumbel and Rayleigh are the most compromise pair of priors for Gumbel model. We successfully employed the recommendation of the best pair priors to model the Malaysia Gold prices from 2001 to 2011. |
| format |
Article |
| author |
Rostami, Mohammad Adam, Mohd Bakri |
| spellingShingle |
Rostami, Mohammad Adam, Mohd Bakri Analyses of prior selections for Gumbel distribution |
| author_facet |
Rostami, Mohammad Adam, Mohd Bakri |
| author_sort |
Rostami, Mohammad |
| title |
Analyses of prior selections for Gumbel distribution |
| title_short |
Analyses of prior selections for Gumbel distribution |
| title_full |
Analyses of prior selections for Gumbel distribution |
| title_fullStr |
Analyses of prior selections for Gumbel distribution |
| title_full_unstemmed |
Analyses of prior selections for Gumbel distribution |
| title_sort |
analyses of prior selections for gumbel distribution |
| publisher |
Universiti Teknologi Malaysia |
| publishDate |
2013 |
| url |
http://psasir.upm.edu.my/id/eprint/30215/1/Analyses%20of%20prior%20selections%20for%20Gumbel%20distribution.pdf http://psasir.upm.edu.my/id/eprint/30215/ http://www.matematika.utm.my/index.php/matematika/issue/view/83 |
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1643829991730839552 |
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13.251813 |