20/04/2018 - Different Estimation Methods in Lifetime Models - Palestrante: Pedro Luiz Ramos (PIPGEs)

Seminário Conjunto UFSCar/ICMC

Data: 20/04/2018 (sexta-feira) - 14:00

Local: Sala 43 do DEs-UFSCar

Palestrante: Pedro Luiz Ramos (Pós-doutorando do PIPGEs)

Título: Different Estimation Methods in Lifetime Models

Resumo:
This work presents different estimation procedures for the parameters of lifetime models from both frequentist and Bayesian points of view. We briefly describe different frequentist approaches, such as bias-corrected maximum likelihood, method of moments, percentile estimators, L-moments, ordinary least squares, maximum product of spacings and the maximum goodness-of-fit estimators. Under the Bayesian inference the choice of the prior distribution is often controversial, therefore, we discuss different procedures to obtain objective priors under formal rules. Further, a simple example is present to illustrate
that flat priors are not automatically non-informative; and non-informative priors are not necessarily flat. Finally, these
estimation procedures are applied in some lifetime distributions.


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