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一类分布族的损失函数和风险函数的Bayes推断
Bayes Inference For Loss and Risk Function of a Family
【摘要】 本文考虑如下一类分布族:F(t)=[g(t)]θ,-∞A<t B,θ>0(1)其中g(t)是关于t单调递增的可微函数,且g(A)=0,g(B)=1.在共轭先验分布下研究了未知参数η=1θ的损失函数和风险函数的B ayes估计及其保守性质,并给出相应的B ayes估计的合理性.
【Abstract】 This paper considers a family of distribution:F(t)=~θ,-∞A<tB,θ>0,where g(t) is an increasing and derivative function,and g(A)=0,g(B)=1.Under the conjugate prior distribution,the Bayes estimators of the loss function and risk function for the estimators of unknown parameter 1θ of the distribution family.Then the property and the rationality of the Bayes estimators are discussed.
【关键词】 共轭先验分布;
Bayes估计;
损失函数;
风险函数;
【Key words】 Conjugate prior distribution Bayes estimators Loss function Risk function;
【Key words】 Conjugate prior distribution Bayes estimators Loss function Risk function;
- 【文献出处】 数学理论与应用 ,Mathematical Theory and Applications , 编辑部邮箱 ,2006年02期
- 【分类号】O213
- 【被引频次】9
- 【下载频次】122