Objective Bayesian analysis of zero-and-one-inflated geometric distribution

XIAO Xiang; GU Xi

Volume 35 Issue 3

Sep. 2021

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XIAO Xiang, GU Xi. Objective Bayesian analysis of zero-and-one-inflated geometric distribution[J]. Journal of Shanghai University of Engineering Science, 2021, 35(3): 266-271.

Citation:

XIAO Xiang, GU Xi. Objective Bayesian analysis of zero-and-one-inflated geometric distribution[J]. Journal of Shanghai University of Engineering Science, 2021, 35(3): 266-271.

XIAO Xiang, GU Xi. Objective Bayesian analysis of zero-and-one-inflated geometric distribution[J]. Journal of Shanghai University of Engineering Science, 2021, 35(3): 266-271.

Citation:

XIAO Xiang, GU Xi. Objective Bayesian analysis of zero-and-one-inflated geometric distribution[J]. Journal of Shanghai University of Engineering Science, 2021, 35(3): 266-271.

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Objective Bayesian analysis of zero-and-one-inflated geometric distribution

XIAO Xiang^1
,,
GU Xi²

1.
School of Mathematics, Physics and Statistics, Shanghai University of Engineering Science, Shanghai 201620, China
2.
School of Mathematical Science, Tongji University, Shanghai 200092, China

Received Date: 2021-05-06
Publish Date: 2021-09-30

Abstract

Abstract

Count datas with excess zeros and ones arise frequently in various fields such as medical health, finance and securities. In order to fit these datas better, a zero-and-one-inflated geometric distribution model was proposed and the objective Bayesian analysis was carried out. Based on parameter transformation, the Jeffreys prior and the reference prior were derived for this model. For different sample size and different true values of the parameters, simulations were adopted to assess the performance under the different objective priors through the sampling algorithm.
- zero-and-one-inflated geometric distribution,
- Jeffreys prior,
- reference prior,
- objective Bayesian analysis

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References(10)

References

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