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Bayesian estimation...
Bayesian estimation in multivariate inter-laboratory studies with unknown covariance matrices
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- Bodnar, Olha, senior lecturer, 1979- (författare)
- Örebro universitet,Handelshögskolan vid Örebro Universitet,National Institute of Standards and Technology, Gaithersburg, USA; Unit of Statistics, School of Business, Örebro University, Örebro, Sweden
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- Bodnar, Taras, 1979- (författare)
- Stockholms universitet,Matematiska institutionen,Department of Mathematics, Stockholm University, Stockholm, Sweden
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(creator_code:org_t)
- IOP Publishing Ltd, 2023
- 2023
- Engelska.
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Ingår i: Metrologia. - : IOP Publishing Ltd. - 0026-1394 .- 1681-7575. ; 60:5
- Relaterad länk:
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https://urn.kb.se/re...
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https://doi.org/10.1...
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https://urn.kb.se/re...
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Abstract
Ämnesord
Stäng
- In the paper we present Bayesian inference procedures for the parameters of multivariate random effects model, which is used as a quantitative tool for performing multivariate key comparisons and multivariate inter-laboratory studies. The developed new approach does not require that the reported covariance matrices of participating laboratories are known and, as such, it can be used when they are estimated from the measurement results. The Bayesian inference procedures are based on samples generated from the derived posterior distribution when the Berger and Bernardo reference prior and the Jeffreys prior are assigned to the model parameter. Three numerical algorithms for the construction of Markov chains are provided and implemented in the CCAUV.V-K1 key comparisons. All three approaches yield similar Bayesian estimators with wider credible intervals when the Berger and Bernardo reference prior is used. Also, the Bayesian estimators for the elements of the inter-laboratory covariance matrix are larger under this prior than for the Jeffreys prior. Finally, the constructed joint credible sets for the components of the overall mean vector indicate the presence of linear dependence between them which cannot be captured when only univariate key comparisons are performed.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Annan teknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Other Engineering and Technologies (hsv//eng)
- NATURVETENSKAP -- Fysik (hsv//swe)
- NATURAL SCIENCES -- Physical Sciences (hsv//eng)
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Nyckelord
- multivariate inter-laboratory studies
- key comparisons
- multivariate random effects model
- objective Bayesian inference
- rank plot
- (R)over-cap estimates
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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