FBST for covariance structures of generalized Gompertz models
Author(s) -
Viviane Teles de Lucca Maranhão,
Marcelo de Souza Lauretto,
Julio Michael Stern
Publication year - 2012
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
SCImago Journal Rank - 0.177
H-Index - 75
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/1.4759604
Subject(s) - gompertz function , covariance , log normal distribution , mathematics , multivariate statistics , divergence (linguistics) , bayesian probability , multivariate normal distribution , value (mathematics) , statistical physics , statistics , econometrics , computer science , physics , philosophy , linguistics
The Gompertz distribution is commonly used in biology for modeling fatigue and mortality. This paper studies a class of models proposed by Adham and Walker, featuring a Gompertz type distribution where the dependence structure is modeled by a lognormal distribution, and develops a new multivariate formulation that facilitates several numerical and computational aspects. This paper also implements the FBST, the Full Bayesian Significance Test for pertinent sharp (precise) hypotheses on the lognormal covariance structure. The FBST’s e-value, ev(H), gives the epistemic value of hypothesis, H, or the value of evidence in the observed in support of H.
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