NA样本下Pareto分布参数的经验Bayes估计

Empirical Bayes Estimation of the Parameter of Pareto Distribution under NA Samples

讨论了Pareto分布在平方损失下参数的Bayes估计,采用同分布负相协样本的核估计方法讨论了参数的经验Bayes(EB)估计问题,并计算了给定条件下参数的经验Bayes估计的收敛速度。最后,对我国高收入阶层的财富分布情况进行了实证分析,实证分析表明我国高收入阶层的财富分布是可以用Pareto分布来描述的。

In this paper, the Bayes estimation of the Pareto distribution has been derived and the empirical Bayes （EB） estimator is constructed by using the identically distributed and negatively associated （NA） samples. Further, the convergence rate of the EB estimator is shown under suitable conditions. At last, we test that the wealth distribution of high income earners in China can be described with Pareto distribution.