利用混合Gibbs算法(Gibbs抽样与Metropolis算法的混合)给出了完全样本和定数截尾样本两种情形下三参数威布尔分布的贝叶斯估计.作为应用举出了三个实例,通过Monte Carlo模拟求得参数的贝叶斯估计及可信区间,给出混合Gibbs抽样过程中参数的轨迹图、直方图及自相关系数图,并将模拟结果与相关文献进行了比较.
we propose a Bayesian estimation for three-parameter Weibull distribution by using a mixed Gibbs algorithm(Gibbs sampling with Metropolis algorithm mixed)both in the case of complete sample and type II censored sample.Then,as some applications,we take three examples,in which we obtain Bayesian estimation and the confidence interval for the parameters by the Monte Carlo simulation,gives locus respectively,histograms and autocorrelation coefficient figure of the parameters in the mixed Gibbs sampling process.Then the simulation results are compared with some known results.