fitbayesWeibull: Estimating parameters of the Weibull distribution using the Bayesian approach
Description
Suppose \(x=(x_1,\dots,x_n)^T\) denotes a vector of \(n\) independent observations coming from a three-parameter Weibull distribution. Using the methodology given in Green et al. (1994), we compute the Bayes' estimators of the shape, scale, and location parameters.
Usage
fitbayesWeibull(data, n.burn=8000, n.simul=10000)
Value
A list of objects in two parts as
Bayes' estimators of the parameters.
A sequence of four goodness-of-fit measures consist of Anderson-Darling (AD), Cramer-von Mises (CVM), Kolmogorov-Smirnov (KS), and log-likelihood (log-likelihood) statistics.
Arguments
data
Vector of observations.
n.burn
Length of the burn-in period, i.e., the point after which Gibbs sampler is supposed to attain convergence. By default n.burn is 8000.
n.simul
Total numbers of Gibbas sampler iterations. By default n.simul is 10,000.
Author
Mahdi Teimouri
Details
The Bayes' estimators are obtained by averaging on the all iterations between n.burn and n.simul.
References
E. J. Green, F. A. R. Jr, A. F. M. Smith, and W. E. Strawderman, 1994. Bayesian estimation for the three-parameter Weibull distribution with tree diameter data, Biometrics, 50(1), 254-269.