刻度平方误差损失下逆指数分布的Bayes可靠性分析

Bayesian Reliability Analysis of Inverse Exponential Distribution Based on Scale Squared Error Loss Function

本文在刻度平方误差损失函数下研究逆指数分布参数的Bayes估计问题,在参数的先验分布为Gamma先验分布下,得到了参数的Bayes估计.最后,通过蒙特卡洛统计模拟试验比较分析最大似然估计和Bayes估计.

In this paper,the Bayes estimation of the inverse exponential distribution parameters is studied under the scale squared error loss function.The Bayes estimation of the parameter is obtained under the Gamma prior distribution of the parameter.Finally,Monte Carlo statistical simulation experiments are conducted to compare and analyze the goodness of the maximum likelihood estimator and Bayes estimators.