Gumbel distribution



   [gumbel_ex1][gumbel_ex2]
   
   model
   {
      for( i in 1 : N )
      {
      x[i] ~ dgumbel(alpha, tau)      
      }
      
   # Prior distributions of the model parameters         
   # Gamma Prior      
         alpha ~ dunif(0, 10)
         tau~ dunif(0, 10)   
               
   }


The data set is taken from Murthy et al. (2004, pp. 119 ).

Murthy, D. N. P., Xie, M., Jiang, R. (2004). Weibull Models, Wiley-Interscience.

Data
list(N=20, x=c(0.481, 1.196, 1.438, 1.797, 1.811, 1.831, 1.885, 2.104, 2.133, 2.144,
2.282, 2.322, 2.334, 2.341, 2.428, 2.447, 2.511, 2.593, 2.715, 3.218))
Inits for chain 1
list(alpha=1.0, tau=0.1)
   
Inits for chain 2
list(alpha=5.0, tau=1.2)



Results


[gumbel_ex3]

MAP estimates are

[gumbel_ex4]

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