基于删失数据的广义Pareto分布的Bayes分析

The Bayes analysis of generalized Pareto distribution based on censored data

研究对于删失数据的广义Pareto分布的Bayes分析。在几种损失函数下,给出了未知参数的Bayes估计,并给出了一种算法。

This paper considers the Bayes analysis of generalized Pareto distribution based on censored data.In this paper,under some loss functicons,some Bayes estimations of unkown parameters are provided,and a Monte Carlo algorithm is also provided.