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Bayesian Methods for Estimation the Parameters of Finite Mixture of Inverse Rayleigh Distribution

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  • Fadhaa Ali
  • Emilio Gómez-Déniz

Abstract

Methods of estimating statistical distribution have attracted many researchers when it comes to fitting a specific distribution to data. However, when the data belong to more than one component, a popular distribution cannot be fitted to such data. To tackle this issue, mixture models are fitted by choosing the correct number of components that represent the data. This can be obvious in lifetime processes that are involved in a wide range of engineering applications as well as biological systems. In this paper, we introduce an application of estimating a finite mixture of Inverse Rayleigh distribution by the use of the Bayesian framework when considering the model as Markov chain Monte Carlo (MCMC). We employed the Gibbs sampler and Metropolis – Hastings algorithms. The proposed techniques are applied to simulated data following several scenarios. The accuracy of estimation has been examined by the average mean square error (AMSE) and the average classification success rate (ACSR). The results showed that the method was well performed in all simulation scenarios with respect to different sample sizes.

Suggested Citation

  • Fadhaa Ali & Emilio Gómez-Déniz, 2023. "Bayesian Methods for Estimation the Parameters of Finite Mixture of Inverse Rayleigh Distribution," Mathematical Problems in Engineering, Hindawi, vol. 2023, pages 1-9, January.
    • Handle: RePEc:hin:jnlmpe:2912584
    DOI: 10.1155/2023/2912584
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