Bayesian Estimation of variance components in nested models /

Hamdy Fayez Farahat

Bayesian Estimation of variance components in nested models / تقدير مكونات التباين فى النماذج المتداخلة باسلوب بايز Hamdy Fayez Farahat ; Supervised Tarik A.Amira , Alyaa Roshdy Zahran - Cairo : Hamdy Fayez Farahat , 2005 - 87p : charts ; 30cm

Thesis (M.Sc.) - Cairo University - Faculty Of Economics and Political Science - Department Of Statistics

The Bayesian approach was used , in this study , to overcome the problem of possible negative estimate for the variance components of the classical approaches However , since the full Bayesian approach needs numerical integrations to obtain the marginal posterior distributions which are impossible in many situations , some of the Markov Chain Monte Carlo (MCMC) algorithms were implemented in the thesis



Bayesian inference Gibbs sampler Inverted gamma prior Nested mixed models Variance components
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