大连理工大学学报2011，Vol.51Issue(4)：616-620,5.
q-对称熵损失函数下Pareto分布参数估计
Estimation of Pareto distribution parameter under q-symmetric entropy loss function
摘要
Abstract
As an income distribution,the Pareto distribution has a very important practical value.The shape parameter directly affects the balance of the income distribution,so it has extensive applications in economy.Based on the q-symmetric entropy loss function,the minimum risk equivariant（MRE） estimation and the Bayes estimation of the shape parameter of Pareto distribution are studied.The Bayes estimations of α have a unified form [cT＋d] _1 with a proper Γ-prior distribution.The admissibility and inadmissibility of these estimations with different values of c and d are discussed.Furthermore,based on the q-symmetric entroy loss function,the minimax estimation of the parameter is given.关键词
同变估计/Bayes估计/最小最大估计/可容许性Key words
equivalent estimation/Bayes estimation/minimax estimation/admissibility分类
数理科学引用本文复制引用
宋立新,王明秋,王晓光..q-对称熵损失函数下Pareto分布参数估计[J].大连理工大学学报,2011,51(4):616-620,5.基金项目
大连理工大学前沿交叉学科基金资助项目 （）
高等学校博士学科点专项科研基金资助项目 （）
