Bayes Estimation of Two-Phase Linear Regression Model英文文献资料.docVIP

HindawiPublishingCorporation InternationalJournalofQuality,Statistics,andReliability Volume2011,ArticleID357814,9pages doi:10.1155/2011/357814 ResearchArticle BayesEstimationofTwo-PhaseLinearRegressionModel MayuriPandya, KrishnamBhatt, andPareshAndharia 1 1 2 1 2 DepartmentofStatistics,BhavnagarUniversity,UniversityCampus,NearGymkhana,Bhavnagar364002,India DepartmentofMathematics,BhavnagarUniversity,UniversityCampus,NearGymkhana,Bhavnagar364002,India CorrespondenceshouldbeaddressedtoMayuriPandya,mayuri.dave@redi? Received28December2010;Accepted9May2011 AcademicEditor:KwaiSangChin Copyright?2011MayuriPandyaetal.ThisisanopenaccessarticledistributedundertheCreativeCommonsAttributionLicense, whichpermitsunrestricteduse,distribution,andreproductioninanymedium,providedtheoriginalworkisproperlycited. LettheregressionmodelbeYi =β1Xi+εi,whereεiarei.i.d.N(0,σ )randomerrorswithvarianceσ 0butlateritwasfound 2 2 thattherewasachangeinthesystematsomepointoftimemanditisre?ectedinthesequenceafterXm bychangeinslope, regressionparameterβ2.Theproblemofstudyiswhenandwherethischangehasstartedoccurring.Thisiscalledchangepoint inferenceproblem.Theestimatorsofm,β1,β2arederivedunderasymmetriclossfunctions,namely,LinexlossGeneralEntropy lossfunctions.Thee?ectsofcorrectandwrongpriorinformationontheBayesestimatesarestudied. 1.Introduction In this paper, we studied a TPLR model. In Section 2, wehavegivenachangepointmodelTPLR.InSections3.1 Regressionanalysisisanimportant statisticaltechniqueto analyze data in social, medical, and engineering sciences. Quite often, in practice, the regression coe?cients are assumed constant. In many real-life problems, however, theoretical or empirical deliberations suggest models with occasionally changing one or more of its parameters. The main parameter of interest in such regression analyses is theshiftpointparameter,whichindexeswhenorwherethe unknownchangeoccurred.