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AllSince 2018
:: Volume 21, Issue 1 (9-2010) ::
مجله‌ی بررسی‌ها 2010, 21(1): 13-30 Back to browse issues page
Bayesian Analysis of Household Income Distribution
Farzad Eskandari * , Roghieh Ghobadi
Abstract:   (3597 Views)

Study of the parameters of Pareto distribution by various statistician examined. However, in most of these studies, a frequentist method is used. The aim of this article is the use of appropriate prior distributions for parameters of Pareto distribution and estimating the parameters via a Bayesian approach. We choose two conjugate priors for parameters and estimate them. Then, we compute variance of estimators and compare them with a frequentists approach. Finally, we compare our results with those of a frequentists method for analysing a real data set.

Keywords: Extreme values, Posterior distribution, Pareto distribution, Bayesian modeling, initial parameters.
Full-Text [PDF 351 kb]   (925 Downloads)    
Type of Study: Research | Subject: General
Received: 2009/07/26 | Accepted: 2010/05/13 | Published: 2016/01/9
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Eskandari F, Ghobadi R. Bayesian Analysis of Household Income Distribution. مجله‌ی بررسی‌ها 2010; 21 (1) :13-30
URL: http://ijoss.srtc.ac.ir/article-1-68-en.html

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Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Volume 21, Issue 1 (9-2010) Back to browse issues page
مجله‌ی بررسی‌های آمار رسمی ایران Ijoss Iranian Journal of Official Statistics Studies
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