刻度平方误差损失下Pareto分布参数的Bayes估计

Bayes Estimation of Pareto Distribution Paremeter Under the Scaled Squared Error Loss Function

讨论了给定容量n的一个Pareto样本X1,X2,…,Xn,在刻度平方误差损失函数下Pareto分布参数的Bayes估计,证明了这一估计是可容许的,并给出了Bayes的置信下限.

The Bayesian estimation of Pareto Distribution parameter under the scaled squared error loss function is studied, and the Pareto random sample X1 ,X2 ,…, Xn is given. It is proved that the Bayesian estimation is admissible.