Title Daugiamatis mažų dažnių vertinimo algoritmas
Translation of Title An algorithm for the assessment of several small rates.
Authors Sakalauskas, Leonidas ; Vaičiulytė, Ingrida
DOI 10.15388/LMR.B.2012.47
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Is Part of Lietuvos matematikos rinkinys. Ser. B.. Vilnius : Vilniaus universiteto leidykla. 2012, t. 53, p. 260-263.. ISSN 0132-2818. eISSN 2335-898X
Keywords [eng] Bayesian approach ; likelihood method ; Poisson–Gaussian model
Abstract [eng] 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.
Published Vilnius : Vilniaus universiteto leidykla
Type Journal article
Language Lithuanian
Publication date 2012
CC license CC license description