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Autore principale: Matsumoto, Tomoki
Natura: Preprint
Pubblicazione: 2024
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Accesso online:https://arxiv.org/abs/2411.13131
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author Matsumoto, Tomoki
author_facet Matsumoto, Tomoki
contents This paper proposes a Bayesian method for estimating the parameters of a normal distribution when only limited summary statistics (sample mean, minimum, maximum, and sample size) are available. To estimate the parameters of a normal distribution, we introduce a data augmentation approach using the Gibbs sampler, where intermediate values are treated as missing values and samples from a truncated normal distribution conditional on the observed sample mean, minimum, and maximum values. Through simulation studies, we demonstrate that our method achieves estimation accuracy comparable to theoretical expectations.
format Preprint
id arxiv_https___arxiv_org_abs_2411_13131
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Bayesian Parameter Estimation of Normal Distribution from Sample Mean and Extreme Values
Matsumoto, Tomoki
Methodology
This paper proposes a Bayesian method for estimating the parameters of a normal distribution when only limited summary statistics (sample mean, minimum, maximum, and sample size) are available. To estimate the parameters of a normal distribution, we introduce a data augmentation approach using the Gibbs sampler, where intermediate values are treated as missing values and samples from a truncated normal distribution conditional on the observed sample mean, minimum, and maximum values. Through simulation studies, we demonstrate that our method achieves estimation accuracy comparable to theoretical expectations.
title Bayesian Parameter Estimation of Normal Distribution from Sample Mean and Extreme Values
topic Methodology
url https://arxiv.org/abs/2411.13131