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两参数指数-威布尔分布形状参数的经验贝叶斯估计 被引量:9

The Empirical Bayes Estimation of Shape-Parameter of Two-Parameter Exponentiaed-Weibull Distribution
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摘要 研究了两参数指数-威布尔分布形状参数的经验贝叶斯(EB)估计问题,并假定当其中一个形状参数α已知时,给出了另一个形状参数θ在两种不同损失函数情况下的EB估计的表达式.并运用随机模拟方法,将两种不同损失函数下的EB估计进行了比较. In this paper, we study the empirical Bayes estimation of shape-parameter of two- parameter exponentiaed-Weibull distribution in exponential reliability model, when one shape- parameter is fixed, the empirical Bayes estimator expressions of another shape-parameter under two loss functions are given. Then, we compare EB estimations under two loss functions by means of Monte Carlo simulation.
出处 《数学的实践与认识》 CSCD 北大核心 2009年第3期201-208,共8页 Mathematics in Practice and Theory
基金 山西省青年科学基金资助项目(2008021007) 山西师范大学自然科学基金资助项目(YZ06001)
关键词 两参数指数-威布尔分布 经验贝叶斯估计 非参数多项式密度估计 Two-parameter exponentiaed weibull distribution Empiricial Bayes estimation The nonparametric polynomial density estimate
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参考文献8

  • 1Singh U, Gupap P K, Upadhyay S K. Estimation of parameters for exponentiated-weibull family under type- Ⅱ censoring scheme[J]. Computitional statistics Data Analysis, 2005,48 : 509-523.
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二级参考文献10

  • 1Singh U,Gupta P K,Upadhyay S K.Estimation of parameters for exponentiated-Weibull family under type-Ⅱ censoring scheme[J].Comuputational Statistics & Data Analysis,2005,48:509~523.
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