非对称损失函数下逆指数分布参数的Bayes估计

Bayes estimation of parameter of inverted exponential distribution under asymmetric loss functions

针对逆指数分布的估计问题,在参数的先验分布为无信息Quasi先验分布下,得到了平方误差、LINEX损失和熵损失函数下参数的Bayes估计。最后,通过各估计在平方误差损失函数下的风险函数的比较给出本文的结论。

For the estimation of the parameter of inverted exponential distribution, Bayes estimators are obtained with the parameter prior distribution is quasi-prior distribution under three loss functions, which are the squared error loss, LINEX loss and entropy loss functions. Finally, conclusion is given by comparisons in terms of risks with the estimators under squared error loss function.