复合Linex对称损失下Kumaraswamy分布参数的Bayes估计

The Bayesian Estimation of the Parameter for Kumaraswamy Distribution Under Compound Linex Symmetric Loss Function

当参数的先验分布为伽玛分布时,在复合Linex对称损失函数下得到了Kumaraswamy分布参数θ的唯一的Bayes估计,多层Bayes估计和E-Bayes估计,并通过数值模拟说明了所给参数估计的稳健性和精确性.

Under the compound Linex symmtric loss function, when the prior distribution of the shape parameter θ of kumaraswamy ditribution obeys Gamma ditribution, the unique Bayesian estimation, hierarchical Bayesian estimation and E-Bayesian estimation are obtained. And the parameter estimation method is demonstrated to be stable and accurate through analysis of numerical simulation examples.