变参数贝叶斯先验估计

Variable Parameters Bayesian Prior Estimate

研究了在非对称损失函数下独立随机变量序列的变化点的贝叶斯先验估计,以及在平方损失函数下变化点的贝叶斯先验估计和二者的比较,最终使在平方损失函数下得到的参数值较小。

This paper studied the estimation of Bayesian prior sequence of independent random variables under asymmetric loss function point, under squared loss function changes of Bayesian prior estimate and the comparison of the two. Eventually we got that under squared loss function, the parameter value is the smallest.