| 引用本文： |
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陈志强,韦程东,韦莹莹.Linex损失下Rayleigh分布参数倒数的Bayes估计[J].广西科学,2007,14(4):362-364. [点击复制]
- CHEN Zhi-qiang,WEI Cheng-dong,WEI Ying-ying.The Bayes Estimation of Rayleigh Distribution Parameter Reciprocal Under Linex Loss[J].Guangxi Sciences,2007,14(4):362-364. [点击复制]
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| 摘要: |
| 在Linex损失函数L(θ,δ)=ec(δ-θ)-c(δ-θ)-1,c>0下,给出Rayleigh分布的尺度参数倒数的唯一Bayes估计δB(X)=-1/clnE(e-cθ|X)=(n+α)/cln(1+c/λ+T),多层Byaes估计δB(X)=-1/cln((∫0c∫01(Kλα)/((λ+c+T)n+α)dαdλ)/(∫0c∫01(Kλα)/((λ+T)n+α)dαdλ)),和容许性估计的一般形式Sln(1+c/d+T). |
| 关键词: Linex损失函数 Rayleigh分布 Byaes估计 容许性 |
| DOI： |
| 投稿时间：2007-07-04 |
| 基金项目:广西自然科学基金项目(0575051);广西教育厅科研项目资助 |
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| The Bayes Estimation of Rayleigh Distribution Parameter Reciprocal Under Linex Loss |
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CHEN Zhi-qiang, WEI Cheng-dong, WEI Ying-ying
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| (Department of Mathematics and Computer Science, Guangxi Teachers Education University, Nanning, Guangxi, 530001, China) |
| Abstract: |
| Under Linex loss function L (θ, δ)=ec (δ-θ)-c (δ-θ)-1, c>0, It is proved that the unique Bayes estimator δB (x), the multilayer Bayes estimator δB (X) and the general form of the admissible estimator are δB (X)=-1/cln E (e-cθ|X)= (n+α)/cln (1+c/λ+T), δB (X)=-1/cln ((∫0c∫01 (Kλα)/ ((λ+c+T)n+α)dαdλ)/ (∫0c∫01 (Kλα)/ ((λ+T)n+α)dαdλ)) and Sln (1+c/d+T) respectively for the scale parameter reciprocal of the Rayleigh distribution. |
| Key words: Linex loss function Rayleigh distribution Baysian estimator admissible |
