LINEX损失下参数未知时指数-威布尔分布的Bayes估计

Bayesian Eetimation of Exponentiaed-Weibull Distribution when Two-Parameter Unknow under LINEX Loss

LINEX损失函数下,研究了两参数指数-威布尔(EW)分布形状参数、可靠度的Bayes估计问题.基于定数截尾试验,当两个形状参数均未知时,给出了参数的Bayes估计表达式,并求得可靠度函数的Bayes估计.最后运用随机模拟的方法,将Bayes估计和极大似然估计的优良性进行比较分析比较,结果表明LINEX损失函数下Bayes估计的精度比极大似然估计高.

This paper studies the Bayes estimations of two-parameter EWD under LINEX loss function based on type-Ⅱ censoring test,when two-parameter is unknow,the Bayesian estimations of the shape-parameter are given.Also we offer the reliability function an expression of Bayes point estimation.Then,we compare the estimations with the MLE bymeans of Monte Carlo simulation.The results show that the accuracy of the Bayes estimation under LINEX loss is better than that of the MLE.