| Autor: |
Lotfi Khribi, Brenda MacGibbon, Marc Fredette |
| Jazyk: |
angličtina |
| Rok vydání: |
2017 |
| Předmět: |
|
| Zdroj: |
Entropy, Vol 19, Iss 12, p 687 (2017) |
| Druh dokumentu: |
article |
| ISSN: |
1099-4300 |
| DOI: |
10.3390/e19120687 |
| Popis: |
In the Bayesian framework, the usual choice of prior in the prediction of homogeneous Poisson processes with random effects is the gamma one. Here, we propose the use of higher order maximum entropy priors. Their advantage is illustrated in a simulation study and the choice of the best order is established by two goodness-of-fit criteria: Kullback–Leibler divergence and a discrepancy measure. This procedure is illustrated on a warranty data set from the automobile industry. |
| Databáze: |
Directory of Open Access Journals |
| Externí odkaz: |
|
