Bayes Estimation of Parameter of Poisson Distribution with Single Change Point for Random Censoring Test Model with Incomplete Information
HE Chao-bin · Journal of Anhui Normal University · 2014
This paper firstly obtained the complete-data likelihood function of Poisson distribution for IIRCT after adding data,then studied the full conditional distributions of change-point position and other parameters,and estimated the parameters by MCMC method of Gibbs sampling together with Metropolis-Hastings algorithm.Finally random simulation tests were conducted,and the results showed that Bayes estimations of the parameters were fairly accurate.