基于二次损失函数的不同分布总体参数的Bayes估计

The Bayesian estimator of the parameter of different populations based on quadratic loss function

本文通过对泊松分布总体和正态分布总体进行讨论,分别得到了泊松分布总体均值λ和正态分布总体均值μ的Bayes估计量和矩估计量,在二次损失函数条件下,分别在泊松分布和正态分布条件下计算出两种估计量的风险.对结果比较可以看出,Bayes风险最小.

This article discusses the population of and ,and computes the Bayesian estimators respective ly. Then prepared their Bayesian risk with the corresponding risk of moment estimator. We find that the Bayesian risk is the minimum, the Bayesian estimator is optimum.