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Master's Dissertation
DOI
10.11606/D.55.2018.tde-10112014-164502
Document
Author
Full name
Fabrizio Teixeira Mendes
Institute/School/College
Knowledge Area
Date of Defense
Published
São Carlos, 2003
Supervisor
Committee
Leite, Jose Galvao
Title in Portuguese
Estimação não-paramétrica da taxa de falha acumulada de um processo pontual
Keywords in Portuguese
Não disponível
Abstract in Portuguese
Vários autores tem construído estimadores de Bayes nâo-paramétricos para a função de distribuição acumulada. A distribuição à priori tem, por exemplo, sido processos de Dirichlet, processos neutral to the right. Neste trabalho nós estudamos o problema de achar estimadores de Bayes nâo-paramétricos para a taxa de falha acumulada de um processo pontuai baseado no modelo de intensidade multiplicativo de Aalen. Desta forma nós consideramos uma classe conjugada de processos de Levy chamados de processos beta e apresentamos fórmulas para obter um processo posterior. 0 estimador de Bayes é comparado com dois outros estimadores não-paramétricos, Kaplan-Meier e Nelson-Aalen e um estimador paramétrico, a taxa de falha acumulada de uma distribuição Weibull.
Title in English
Not available
Keywords in English
Not available
Abstract in English
Several authors have constructed nonparametric Bayes estimators for a cumulative distribution function. The prior distribution have, for example, been Dirichlet processes, neutra] to the right processes. In this work we studied the problem of finding nonparametric Bayes estimator to cumulative rate function of the a point processes based in the Aalen's multiplicative intensity model. This form we considered a conjugate class of Levy processes called beta processes and presented formulas for obtaining a posterior processes. The Bayes estimator is compared with two nonparametric estimator, Kaplan-Meier and Nelson-Aalen and one pararnetric estimator, the cumulative rate function of the Weibull distribution.
 
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Publishing Date
2018-01-03
 
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