An algorithm for the assessment of several small rates
Articles
Leonidas Sakalauskas
Vilniaus universitetas
Ingrida Vaičiulytė
Vilniaus universitetas
Published 2012-12-20
https://doi.org/10.15388/LMR.B.2012.47
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Keywords

Bayesian approach
likelihood method
Poisson–Gaussian model

How to Cite

Sakalauskas, L. and Vaičiulytė, I. (2012) “An algorithm for the assessment of several small rates”, Lietuvos matematikos rinkinys, 53(B), pp. 260–263. doi:10.15388/LMR.B.2012.47.

Abstract

The present paper describes the empirical Bayesian approach applied in the estimation of several small rates. Modeling by empirical Bayesian approach the probabilities of several rare events, it is assumed that the frequencies of events follow to Poisson’s law with different parameters, which are correlated Gaussian random values. The unknown parameters are estimated by the maximum likelihood method computing the integrals appeared here by Hermite–Gauss quadratures. The equations derived that are satisfied by maximum likelihood estimates of model parameters.

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