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不同损失函数下Lindley分布参数的Bayes估计
Bayes Estimation of Lindley Distribution Parameters under Different Loss Functions
【摘要】 在熵损失函数和Q对称熵损失函数下,对参数的先验分布选取无信息先验分布和伽玛分布,研究了Lindley分布参数的Bayes估计问题,且通过随机模拟比较不同条件下参数的Bayes估计效果.结果表明:同一种损失函数下,参数的先验分布为伽玛分布时估计效果更佳;样本容量较少时,在熵损失函数下,且先验分布为伽玛分布时,Bayes估计的均方误差较小;样本容量较多时,在Q对称熵损失函数及先验分布取伽玛分布的条件下,估计效果更理想.最后,由实例表明估计效果与数值模拟相符.
【Abstract】 Under the entropy loss function and Q-symmetric entropy loss function, the informationless prior distribution and gamma distribution are selected for the prior distribution of the parameters, eand the Bayes estimation problem of Lindley distribution parameters is studied, and the Bayes estimation effect of the parameters under different conditions is compared by random simulation.The results show that we conclude that under the same loss function, the estimation effect is better when the prior distribution of the parameters is the gamma distribution.When the sample size is small, under the entropy loss function, and the prior distribution is gamma distribution, Bayes’ estimated mean squared error is small; When the sample size is large, the estimation effect is more ideal under the condition of Q-symmetric entropy loss function and gamma distribution of prior distribution.Finally, examples show that the estimated effect matches the numerical simulation.
【Key words】 Lindley distribution; entropy loss function; Q-symmetric entropy loss function; Bayes estimates;
- 【文献出处】 淮阴师范学院学报(自然科学版) ,Journal of Huaiyin Teachers College(Natural Science Edition) , 编辑部邮箱 ,2024年03期
- 【分类号】O212.8
- 【下载频次】14