摘要
研究定时截尾数据情形下Pareto分布参数θ的Bayes估计和可容许性.给出熵损失函数的定义,取损失函数为熵损失函数,通过计算求出定时截尾情形下的熵损失函数,从而给出了Pareto分布参数θ的Bayes估计的一般形式;在给出先验分布为Gamma分布的条件下,计算出参数θ的后验密度,进而得出了参数θ的Bayes估计的精确形式,证明了所得到的参数θ的Bayes估计的可容许性.
In order to investigate the Bayesian estimation of Pareto distribution parameter on fixed time censoring data, this paper introduces the definition of entropy loss function by taking the loss function as entropy loss function. Through the calculations of above functions, the general form of Bayesian estimation of Pareto distribution parameter is obtained. Under the conditions of prior distribution as Gamma distribution, calculating the posterior density, the exact form of estimation is then given. In addition, the paper proves that the Bayesian estimation is admissible.
出处
《辽宁工程技术大学学报(自然科学版)》
CAS
北大核心
2013年第2期245-248,共4页
Journal of Liaoning Technical University (Natural Science)
基金
吉林省教育厅"十一五"科学技术研究基金资助项目(吉教科合字2010第141号)