Prior selection for Gumbel distribution parameters using multiple-try metropolis algorithm for monthly maxima PM10 data

• Main Authors: Mohd Amin, Nor Azrita, Adam, Mohd Bakri, Ibrahim, Noor Akma
• Format: Conference or Workshop Item
• Language: English
• Published: AIP Publishing LLC 2013
• Online Access: http://psasir.upm.edu.my/id/eprint/35055/1/Prior%20selection%20for%20Gumbel%20distribution%20parameters%20using%20multiple-try%20metropolis%20algorithm%20for%20monthly%20maxima%20PM10%20data.pdf; http://psasir.upm.edu.my/id/eprint/35055/

The Multiple-try Metropolis (MTM) algorithm is the new alternatives in the field of Bayesian extremes for summarizing the posterior distribution. MTM produce efficient estimation scheme for modelling extreme data in term of the convergence and small burn-in periods. The main objective is to explore...