在分组数据和定数截尾场合,分别利用混合Gibbs算法给出广义指数分布参数的Bayes估计,并进行蒙特卡罗模拟,计算参数Bayes估计的均值、均方误差与可信区间,给出模拟过程中参数的轨迹图、直方图和自相关系数图,结果显示该算法可行、稳定、精度高。
It gives Bayesian estimation of generalized exponential distribution parameters using mixed Gibbs algorithm in the grouped data and type II censored samples occasions, calculates the estimated mean, mean square error and the confidence interval for the pa- rameter by the Monte-Carlo simulation, gives locus, histograms and autocorrelation coefficient figure of the parameters in the simu- lation process. The results are quite satisfied the algorithm is feasible, stable and high precision.