复合Mlinex损失下艾拉姆咖分布参数的Bayes估计

Bayes Estimation of the Parameter ofЭрлангаDistribution under Compound Mlinex Symmetric Loss Function

在复合Mlinex对称损失下,就参数的先验分布分别为共轭先验、无信息先验以及Jeffreys先验,研究艾拉姆咖分布参数的Bayes估计.通过数值模拟得到Bayes估计值并进行了比较,结果表明当先验分布为共轭先验时,Bayes估计值最优,最后的实证分析证明了模拟的结果.

Under the compound Mlinex symmetric loss,this paper studies Bayesian estimation of theЭрлангаdistribution parameters when the prior distribution of the parameters is conjugate prior,no information prior and Jeffreys prior.Then,the Bayes estimator is obtained by numerical simulation.And the results show that when the prior distribution is a conjugate prior,the Bayes estimate is optimal.The final empirical analysis proves the simulation results.