Linex损失下Weibull分布参数的Bayes估计

Bayes Estimation of Weibull Distribution Parameter under Linex Loss Function

该文对Weibull分布参数的Bayes估计及其容许性、多层Bayes估计在Linex损失函数下进行了讨论,给出了估计式及证明了其是可容许的,最后利用数值模拟验证了所得Weibull分布在Linex损失函数下Bayes估计的稳健性和精确度.

This paper discusses the Bayesian estimation and admissibility of Weibull distribution parameter under Linex loss function.The estimation expression of Weibull distribution is given,and its admissibility is proved.Finally,through numerical simulation,the paper illustrates the robustness and accuracy of Bayesian estimation of Weibull distribution under Linex loss function.