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指数分布参数的Bayes HPD置信区间估计
Estimation of Bayes HPD confidence interval of exponential distribution parameter
【摘要】 利用Bayes统计分析方法,研究当先验分布为伽玛分布时,指数分布未知参数λ的Bayes区间估计问题,并给出参数的最高后验概率密度区间-HPD区间估计的条件极值解法,给出例子说明该方法的优越性.
【Abstract】 By using the method of Bayes statistical analysis,the Bayesian interval estimation of unknown parameter λ with exponential distribution was studied when a prior distribution was Gamma one.The solution of conditional extreme of the parameter of the highest posterior probability density interval-HPD interval estimation was given,also.Finally,the superiority of this method was manifested with an illustration.
【关键词】 指数分布;
先验分布;
Bayes区间估计;
HPD区间估计;
【Key words】 exponential distribution; prior distribution; Bayesian interval estimation; HPD interval estimation;
【Key words】 exponential distribution; prior distribution; Bayesian interval estimation; HPD interval estimation;
【基金】 江西省教育厅自然科学基金(GJJ09361)
- 【文献出处】 兰州理工大学学报 ,Journal of Lanzhou University of Technology , 编辑部邮箱 ,2009年06期
- 【分类号】O212.1
- 【被引频次】3
- 【下载频次】204