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Application of the Bayesian approach to the construction of statistical estimates of the parameters of the distribution laws of random variables
https://doi.org/10.32446/0368-1025it.2020-11-14-21
Abstract
The proposed article is devoted to the application of the Bayesian approach to the construction of statistical estimates of the parameters of the laws of distribution of random variables. Four distribution laws are considered: the Poisson law, the exponential law, the uniform law, and the Pareto law are presented. The results of constructing point estimates and interval estimates for the parameters of these laws. The results of comparison with the corresponding statistical estimates constructed by the classical maximum likelihood method are presented too. The proposed algorithm can be effectively applied in the development of measurement methods, in solving measurement problems, in the development of practical methods for identifying systematic measurement errors.
About the Authors
R. Z. Khayrullin
Moscow State (National Research) University of Civil Engineering
Russian Federation
Russian Federation
Rustam Z. Khayrullin
Moscow
A. A. Zakutin
Main Scientifi c Metrological Center of Ministry of Defense of the Russian Federation
Russian Federation
Russian Federation
Alexander A. Zakutin
Moscow
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Review
For citations:
Khayrullin R.Z., Zakutin A.A. Application of the Bayesian approach to the construction of statistical estimates of the parameters of the distribution laws of random variables. Izmeritel`naya Tekhnika. 2020;(11):14-21. (In Russ.) https://doi.org/10.32446/0368-1025it.2020-11-14-21
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