双参数指数分布单样预测的Bayes方法

On Bayesian Method for One-sample Prediction of Two-parameter Exponential Distribution

对双参数指数分布的单样预测给出了无信息先验分布下的 Bayes预测子与精确预测限。结果表明 ,无信息先验分布下的 Bayes精确预测限与经典预测限一致。为工程应用方便 ,还给出了计算简便的高精度近似预测限 。

In this paper, taking noninformative prior distribution, the Bayesian predictor and the exact bayesian prediction limits of one sample problem for two parameter exponential distribution are given. These results indicate the Bayesian prediction limits taking noninformative prior distribution are coincided with the exact classical prediction limits. For the convenience of engineering application, close approximate prediction limits are given too. These methods are illustrated.