referencebsR Documentation

Computing the Bayesian estimators of the Birnbaum-Saunders (BS) distribution.

Description

Computing the Bayesian estimators of the BS distribution using reference prior proposed by Berger and Bernardo(1989). The joint distribution of the priors is π(α,β)=1/(α,β).

Usage

referencebs(x, CI = 0.95, M0 = 800, M = 1000)

Arguments

x

Vector of observations.

CI

Confidence level for constructing percentile and asymptotic confidence intervals. That is 0.95 by default.

M0

The number of sampler runs considered as burn-in.

M

The number of total sampler runs.

Value

A list including summary statistics of a Gibbs sampler for Bayesian inference including point estimation for the parameter, its standard error, and the corresponding 100(1-α)\% credible interval, goodness-of-fit measures, asymptotic 100(1-α)\% confidence interval (CI) and corresponding standard errors, and Fisher information matix.

Author(s)

Mahdi Teimouri

References

J. O. Berger and J. M. Bernardo 1989. Estimating a product of means: Bayesian analysis with reference priors. Journal of the American Statistical Association, 84(405), 200-207.

Examples

data(fatigue)
x <- fatigue
referencebs(x, CI = 0.95, M0 = 800, M = 1000)