平衡损失下Possion分布参数的估计

Estimate of Parameter for Possion Distribution Under Balanced Loss

设X1,…,Xn是Possion分布总体P的样本,其中是未知参数.在平衡损失函数下,取共轭先验时,得到了的Bayes估计,进而讨论了的形如aX+b的估计的容许性问题.

Let X,…,Xn be a sample of Possion distribution population P（θ）, where θ is an unknown parameter. Under balanced loss function, obtains the Bayes estimator when uses conjugate distribution, then discusses the admissibility of a class of estimator as aX^- ＋ b for θ.