定时截尾瑞利分布的Bayes估计

Bayesian Estimation of Rayleigh Distribution Based on Time Curtailed Test

在定时截尾取损失函数为熵损失函数情形下,给出了瑞利分布参数θ的Bayes估计的一般形式,在给出先验分布的条件下得出了参数θ的Bayes估计的精确形式,最后证明了Bayes的可容许性.

First, the general form of Bayesian estimation under entropy loss function of Rayleigh distribution parameter θ on fixed time censoring data is considered. Then, the exact form of Bayesian estimation is given under the conditions of giving prior distribution. Last, it is proved that the Bayesian estimation is admissible.