Print

Print


Dear all,

I'm considering the construction of the Bayesian hierarchical binay model involving Geometric Process (GP).

The settings are

X_i comes from a GP of Lam(1988) with ratio a;
W_i=a^{i-1}X_i, hence stationary;
Y_i=I(W_i>a^{i-1}) binary.

Now assume that W_i are i.i.d. with the same gamma distribution.

The problem is:
given Y_i observed, how can we estimate the parameters of the GP satisfied by the X_i using Bayesian method.

For the MLE of the parameters, we can proceed as the classic situation. But for the Bayesian estimation, it seems difficult.

Any suggestions and codes are welcome!

Thank you in ahead!

Dr. Ya-yong Tang
Mathematical College
Sichuan University
Chengdu, Sichuan 610064
P.R. China
email:[log in to unmask]






K a p p a \ A N D 1 \ R e e b o k 全 长 场 9 9 元
耐 克 \ 阿 迪 \ 李 宁 … 所 有 运 动 单 品 1 9 9 元 封 顶 , 限 时 抢 购 啦 ! ------------------------------------------------------------------- This list is for discussion of modelling issues and the BUGS software. For help with crashes and error messages, first mail [log in to unmask] To mail the BUGS list, mail to [log in to unmask] Before mailing, please check the archive at www.jiscmail.ac.uk/lists/bugs.html Please do not mail attachments to the list. To leave the BUGS list, send LEAVE BUGS to [log in to unmask] If this fails, mail [log in to unmask], NOT the whole list