复合Mlinex损失下Burr分布参数的Bayes估计

Bayesian Estimation of Burr Distribution Parameter Under Compound MLinex Symmetric Loss Function

本文在Burr分布参数的先验分布为其共轭先验分布Gamma分布Γ(a,b)时,给出了其在复合Mlinex对称损失函数下的Bayes估计、E-Bayes估计公式和多层Bayes估计公式。最后,通过数值模拟说明了Burr分布在复合Mlinex对称损失函数下Bayes估计的稳健性及精确性。

This paper presents the Bayesian estimation, E-Bayes formula and hierarchical Bayesian estimation formula un-der the compound MLinex symmetric loss function when the Burr distribution parameter’s prior distribution is its conjugate prior distribution, the Gamma distribution [Γ(a, b)]. Finally, through numerical simulation, the paper illustrates the robustness and ac-curacy of Bayesian estimation of Burr distribution under Mlinex symmetric loss function.