estimation parameter mixture

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a.kordba...@gmail.com

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May 23, 2017, 8:09:23 AM5/23/17
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hello everybody
i want estimation parameters mixture GB2 distribution to covariat:

i have two subgroups(k=1,2)

For a mixture of two GB2 to covariat, the likelihood can be written as:

f(y)=p1*f1(y)+(1-p1)*f2(y)
where 0<p1<1

and y[i] ~ GB2(a[k],bk[i],p[k],q[k])

that: bk[i]=E(y[i])*B(p[k],q[k])/B(p[k]+1/a[k],q[k]-1/a[k])

and: log(E(y[i]))=mu[k]+alpha[k]*F[i]+beta1[k]*x1[i]+beta2[k]*x2[i]+beta3[k]*x3[i]


Priors
mu[k]~N(0,100)
alpha[k]~N(0,100)
betaj[k]~N(0,100)
p[k]~U(0,1)
alpha[k]~N(0,100)
p[k]~Ga(.001,.001)
q[k]~Ga(.01,.0001)
best regards,
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