標題: 用逆高斯模型時競爭風險的估計
作者: 吳志強
李昭勝
洪慧念
統計學研究所
關鍵字: 逆高斯模型;競爭風險;最大概似法;貝氏分析
公開日期: 2002
摘要: 本論文是考慮當競爭風險是獨立的逆高斯模型時所做的一些推論。我們使用EM演算法去做最大概似估計,以及以貝氏的觀點,當給定客觀的先驗分配時,用MCMC的方法去做估計。最後,用真實的資料和模擬的資料用我們的方法去做推論。
In this thesis, we consider inference for the poly-inverse Gaussian model, which arises in competing risk scenarios when the risks have independent inverse Gaussian distributions. This thesis proposes the maximum likelihood estimation of the parameters of the poly-inverse Gaussian distribution by EM algorithm and Bayesian inference with some non-informative prior density functions using the MCMC method. Real and simulation data sets illustrate our approach to inference.
URI: http://140.113.39.130/cdrfb3/record/nctu/#NT910337014
http://hdl.handle.net/11536/70042
Appears in Collections:Thesis