Investigation of half-normal model using informative priors under Bayesian structure

• Authors: Sania Khawar Kiani , Muhammad Aslam , M. Ishaq Bhatti

Abstracts

EN

This paper considers properties of half-normal distribution using informative priors under the Bayesian criterion. It employs the squared root inverted gamma, Chi-square and Rayleigh distributions as the prior distribution to construct the Posterior distributions of the respective distributional parameters. Hyperparameters are elicited via prior predictive distribution. The properties of posterior distribution are studied, and their graphs are presented using a real data set. A comprehensive simulation scheme is conducted using informative priors. Bayes estimates are obtained using the loss functions (squared error loss function, modified loss function, quadratic loss function and Degroot loss function). Statistical inferences interval estimates and Bayesian hypothesis testing are presented to demonstrate the usefulness of the study.

Keywords

EN

informative prior; squared root inverted gamma distribution (SRIG); Bayesian hypothesis testing; loss functions

• Publisher: Główny Urząd Statystyczny
• Journal: Statistics in Transition new series
• Year: 2023
• Volume: 24
• Issue: 4
• Pages: 19-36

Dates

published

2023

Contributors

author

Sania Khawar Kiani

• Riphah College of Rehabilitation Sciences, Riphah International University, Pakistan

• https://orcid.org/0000000277443593

author

Muhammad Aslam

• Department of Mathematics and Statistics, Riphah International University, Pakistan

• https://orcid.org/0000000333552330

author

M. Ishaq Bhatti

• SBE-UBD, Universiti Brunei Darussalam, Brunei & LBS, La Trobe University, Australia

• https://orcid.org/0000000250277871

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Identifiers

DOI

10.59170/stattrans-2023-049

Biblioteka Nauki

18105212