Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

Chinese Journal of Engineering Mathematics ›› 2022, Vol. 39 ›› Issue (5): 695-708.doi: 10.3969/j.issn.1005-3085.2022.05.002

Previous Articles     Next Articles

Objective Bayesian Analysis and Application for Zero-and-one-inflated Geometric Distribution Using Data Augmentation

XIAO Xiang   

  1. School of Mathematics, Physics and Statistics, Shanghai University of Engineering Science, Shanghai 201620
  • Online:2022-10-15 Published:2022-12-15
  • Supported by:
    The National Statistical Science Research Project of China (2020LY080).

Abstract:

Count data with excess zeros and ones arise frequently in many practical application fields such as traffic safety, public health, risk management and so on. In this paper, in order to study this kind of data set more deeply, a zero-and-one-inflated geometric distribution model is proposed and considered. Jeffreys prior and reference priors are derived via data augmentation strategy and the complete likelihood function. For different sample sizes and different true values of the parameters, numerical simulation and comparative analysis are adopted to assess the performance of these different objective priors. Finally, one accidental data set from Detroit is analyzed to illustrate the practicability of the proposed model. It shows that the objective Bayesian method performs better than the subjective Bayesian method.

Key words: zero-and-one-inflated geometric distribution, objective Bayesian method, Jeffreys prior, reference prior, data augmentation

CLC Number: