不同损失函数下指数-泊松分布的Bayes估计

Bayesian Estination of Exponential Poisson Distribution under Different Loss Function

基于定数截尾样本,在熵损失、Linex损失和刻度平方损失函数下,给出了指数-泊松分布参数的Bayes估计,并证明了所给估计都是容许的。最后给出了随机模拟例子,对所给估计结果的优良性进行了分析比较。

In this paper,we discuss the Bayesian estimations of exponential Poisson distribution model under General Entropy、LINEX and scaled squared loss function based on type-II censoring test,and prove that the estimations we have derived are admissible.At last,we analysis the accuracy of estimators by means of Monte-Carlo simulation.