Jeffreysbs: Computing the Bayesian estimators of the Birnbaum-Saunders...

In bibs: Bayesian Inference for the Birnbaum-Saunders Distribution

Description

Computing the Bayesian estimators of the BS distribution based on approximated Jeffreys prior proposed by Achcar (1993). The approximated Jeffreys piors is π_{j}(α,β)\propto\frac{1}{αβ}√{\frac{1}{α^2}+\frac{1}{4}}.

Usage

Jeffreysbs(x, CI = 0.95, M0 = 800, M = 1000)

Arguments

x	Vector of observations.
CI	Confidence level for constructing percentile and asymptotic confidence intervals. That is 0.95 by default.
M0	The number of sampler runs considered as burn-in.
M	The number of total sampler runs.

Value

A list including summary statistics of a Gibbs sampler for the Bayesian inference including point estimation for the parameter, its standard error, and the corresponding 100(1-α)\% credible interval, goodness-of-fit measures, asymptotic 100(1-α)\% confidence interval (CI) and corresponding standard errors, and Fisher information matix.

Author(s)

Mahdi Teimouri

References

J. A. Achcar 1993. Inferences for the Birnbaum-Saunders fatigue life model using Bayesian methods, Computational Statistics \& Data Analysis, 15 (4), 367-380.

Examples

data(fatigue)
x <- fatigue
Jeffreysbs(x, CI = 0.95, M0 = 800, M = 1000)

bibs documentation built on Jan. 27, 2022, 5:08 p.m.