摘要
首先在定数截尾场合下,分别取共轭先验、Jeffreys先验和无信息先验,给出了艾拉姆咖分布参数的Bayes点估计和区间估计;其次用极大似然法得到超参数的估计值;然后通过随机模拟得到参数估计的均值和均方误差;最后由一个实例给出了不同截尾样本下参数的三种点估计和区间估计,并把它们进行了比较.
Firstly, under type-II censored samples on 9pnaHr ~ distribution, Bayes point estimation and interval estimation of parameter are gived when taking conjugate prior, Jeffreys prior and no information prior distribution; Secondly, estimation of super-parameter is obtained by maximum likelihood method; Then, the mean and the mean square error about the parameter estimation are obtained by means of stochastic simulation; In the end, three kinds of point estimation and interval estimation of the parameter under different censored samples are gived by means of a practical example, and compares them.
出处
《数学的实践与认识》
北大核心
2015年第4期186-192,共7页
Mathematics in Practice and Theory
关键词
艾拉姆咖分布
先验分布
BAYES估计
区间估计
Эрланг distribution
prior distribution
Bayesian estimation
interval estimation
