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Bayesian Estimation of the Two-Parameter Kappa Distribution

  • Oh, Mi-Ra (Department of Statistics, Chonnam National University) ;
  • Kim, Sun-Worl (Department of Statistics, Chonnam National University) ;
  • Park, Jeong-Soo (Department of Statistics, Chonnam National University) ;
  • Son, Young-Sook (Department of Statistics, Chonnam National University)
  • Published : 2007.08.31

Abstract

In this paper a Bayesian estimation of the two-parameter kappa distribution was discussed under the noninformative prior. The Bayesian estimators are obtained by the Gibbs sampling. The generation of the shape parameter and scale parameter in the Gibbs sampler is implemented using the adaptive rejection Metropolis sampling algorithm of Gilks et al. (1995). A Monte Carlo study showed that the Bayesian estimators proposed outperform other estimators in the sense of mean squared error.

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