Bayesian Estimation of Different Distribution Mixed Model and Its Parameters

JOURNAL OF QUJING NORMAL UNIVERSITY ›› 2018, Vol. 37 ›› Issue (6): 1-4.

Bayesian Estimation of Different Distribution Mixed Model and Its Parameters

Zhang Bo¹, Liu Hefei², Wang Kun²

1.Party Committee Graduate Work Department,Yunnan University, Kunming Yunnan 650504,China;
2.School of Mathematics and Statistics,Qujing Normal University, Qujing Yunnan 655011, China

Received:2018-09-11 Online:2018-11-26

Abstract

Abstract: We generalize the common hybrid models and put forward the concept of heterogeneous mixed models. Taking the binomial and Poisson distributions as an example, the mathematical definitions of the heterogeneous mixed models are given in detail. In the parameter estimation, we choose the Dignley distribution, the beta distribution and the gamma distribution as the conjugate prior distribution of the relevant parameters, and use the MCMC algorithm to carry on the posteriori simulation of the model parameters, using the posterior mean value as the parameter Finally, the result of parameter estimation is compared with the real value of the model, which proves the reliability of the estimation result.

Key words: Different distribution Mixed model, Bayesian estimation, Prior distribution, MCMC algorithm

CLC Number:

O212.8

Zhang Bo, Liu Hefei, Wang Kun. Bayesian Estimation of Different Distribution Mixed Model and Its Parameters[J]. JOURNAL OF QUJING NORMAL UNIVERSITY, 2018, 37(6): 1-4.

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