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Bayesian Analysis Of Mixture Distributions

Saleem, Muhammad (2010) Bayesian Analysis Of Mixture Distributions. PhD thesis, Quaid-i-Azam University, Islamabad.

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Abstract

In this thesis, we consider type-I mixtures of the members of a subclass of one parameter exponential family.This subclass includes Exponential, Rayleigh, Pareto, a Burr type XII and Power function distributions. Except the Exponential, mixtures of distributions of this subclass get either no or least attention in literature so far. The elegant closed form expressions for the Bayes estimators of the parameters of each of these mixtures are presented along with their variances assuming uninformative and informative priors.The proposed informative Bayes estimators emerge advantageous in terms of their least standard errors.An extensive simulation study is conducted for each of these mixtures to highlight the properties and comparison of the proposed Bayes estimators in terms of sample sizes, censoring rates, mixing proportions and different combinations of the parameters of the component densities. A type-IV sample consisting of ordinary type-I, right censored observations is considered. Bayesian analysis of the real life mixture data sets is conducted as an application of each mixture and some interesting observations and comparisons have been observed. The systems of non-linear equations to evaluate the classical maximum likelihood estimates, the components of the information matrices, complete sample expressions, the posterior predictive distributions and the equations for the evaluation of the Bayesian predictive intervals are derived for each of these mixtures as relevant algebra. The predictive intervals are evaluated in case of the Rayleigh mixture only for a number of combinations of the hyperparameters to look for a trend among the hyperparameters that may lead towards an efficient estimation.

Item Type:Thesis (PhD)
Uncontrolled Keywords:Classical, Relevant, Mixture, Bayes, Distributions, Bayesian, Properties, Comparison, Subclass, Real, Estimators, Analysis
Subjects:Physical Sciences (f)
ID Code:7234
Deposited By:Mr. Javed Memon
Deposited On:19 Dec 2011 12:35
Last Modified:19 Dec 2011 12:35

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