| Presentation | 2021-07-17 Non-informative Priors for the Inverse Gaussian Distribution Takenori Sakumura, Takemi Yanagimoto, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | In reliability engineering, the distribution of the initial arrival time in the accelerated degradation model is represented by an inverse Gaussian distribution. The inverse Gaussian distribution is a typical distribution belonging to the exponential dispersion model along with the normal and gamma distributions. The Bayesian estimator using the canonical parameter has good performance for the parameter estimation of this distribution. As an objective prior distribution, we consider assuming a prior distribution that does not give any information, such as a reference prior or a moment matching prior. We compare the performance of Bayesian estimators using these prior distributions by simulation under several loss functions. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Optimum predictor / posterior mean / reference prior / moment matching prior |
| Paper # | R2021-16 |
| Date of Issue | 2021-07-10 (R) |
| Conference Information | |
| Committee | R |
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| Conference Date | 2021/7/17(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Virtual |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Reliability Theory, Communication Network Reliability, Reliability General |
| Chair | Tadashi Dohi(Hiroshima Univ.) |
| Vice Chair | Yasushi Kadota(Ricoh) |
| Secretary | Yasushi Kadota(Hiroshima Univ.) |
| Assistant | Shinji Yokogawa(Univ. of Electro-Comm.) / Takahide Yoshikawa(Fujitsu Lab.) / Takenori Sakumura(Housei Univ.) |
| Paper Information | |
| Registration To | Technical Committee on Reliability |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Non-informative Priors for the Inverse Gaussian Distribution |
| Sub Title (in English) | |
| Keyword(1) | Optimum predictor |
| Keyword(2) | posterior mean |
| Keyword(3) | reference prior |
| Keyword(4) | moment matching prior |
| 1st Author's Name | Takenori Sakumura |
| 1st Author's Affiliation | Hosei University(Hosei Univ.) |
| 2nd Author's Name | Takemi Yanagimoto |
| 2nd Author's Affiliation | The Institute of Statistical Mathematics(ISM) |
| Date | 2021-07-17 |
| Paper # | R2021-16 |
| Volume (vol) | vol.121 |
| Number (no) | R-115 |
| Page | pp.pp.1-6(R), |
| #Pages | 6 |
| Date of Issue | 2021-07-10 (R) |