双参数指数分布环境因子的Bayes估计

The Bayesian Estimation for the Environmental Factor of the Two-parameter Exponential Distribution

讨论了定数截尾样本下双参数指数分布环境因子的极大似然估计、区间估计和Bayes估计.以参数后验密度的商密度作为环境因子的后验密度,并结合专家经验运用Bayes方法给出了环境因子在平方损失下和LINEX损失下的Bayes估计.最后运用Monte Carlo方法对各估计结果的均方误差(MSE),进行了模拟比较.结果表明LINEX损失下环境因子的估计较好.

In this article, maximum likelihood estimate and Bayesian estimate and interval estimate for the environmental factor of the two-parameter exponential distribution are obtained based on Type II censored samples. Taking the quotient density of the scale parameter＇s posterior density as the environmental factorrs density and connecting with the expert＇s experience is used for obtaining the Bayesian estimates under the quadratic and LINEX loss function, Finally, the statistical performances of the Bayesian estimates relative to quadratic and LINEX loss functions are compared to those the maximum likelihood ones through the （MSE） based on Monte-Carlo simulation study.