Rayleigh分布参数的贝叶斯经验贝叶斯估计

Bayes Empirical Bayes estimation for the parameter of Rayleigh distribution

文章在均方损失函数下研究了Rayleigh分布参数的贝叶斯经验贝叶斯估计问题;在b=1条件下,证明了其贝叶斯经验贝叶斯估计是几乎处处收敛于贝叶斯估计的,并且它是渐近最优的;最后,给出蒙特卡罗随机模拟试验验证了此贝叶斯经验贝叶斯估计的渐近最优性。

In this paper, Bayes Empirical Bayes estimation for the parameter of Rayleigh distribution family is considered under squared loss function. It is proved that the Bayes Empirical Bayes estima- tion converges almost surely to Bayes estimation and it is asymptotically optimal under the condition that b= 1. And a Monte Carlo stochastic simulation experiment is given to verify the asymptoticallyoptimal property of the Bayes Empirical Bayes estimation.