MLinex损失函数下Gamma分布的尺度参数的Bayes估计

Bayesian estimation on scale parameter of Gamma distribution on the basis of MLinex loss

在MLinex损失函数下,利用Bayes估计方法研究了Gamma分布的尺度参数的Bayes估计,并证明了其容许性.结果是:在Mlinex损失函数下得到了Gamma分布尺度参数唯一的Bayes估计的一般表达式及其精确表达式,并证明是可容许的.最后通过数值分析实例,说明了所用的参数估计方法是合理可行的.

The Bayesian Estimation of Gamma distribution scale parameter has been studied and its admissibility has been proved basing on the MLinex loss function. We obtain two results. First, we get the general expression and exact expression of the Gamma distribution scale parameter under the MLinex loss function, and prove it is admissible. Second, we prove that our method to estimate the parameter are reasonable and feasible.