MCMC를 이용한 비동질적 포아송과정에서 일반화 순서통계량 모형의 연구

  • 최기헌 (덕성여자대학교 통계학과) ;
  • 김희철 (동국대학교 통계학과)
  • Published : 1997.12.01


컴퓨터의 발전에 따른 MCMC를 비동질적 포아송 과정에 이용하였다. 베이지안 추론에서 조건부 분포를 가지고 사후분포를 결정하는데 있어서의 계산 문제를 고려하였다. 특히 분포가 이중지수, 곰페르츠, 랄리, 감마, 그리고 검벨인 일반 순서통계량 모형에 대하여 깁스 샘플링과 메트로폴리스 알고리즘을 활용한 베이지안 계산과 모형선택을 제시하였다.



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