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非对称损失函数下Burr XII型分布可靠性指标的Bayes估计

史建红 关丽娜

数学杂志2012,Vol.32Issue(1):121-128,8.
数学杂志2012,Vol.32Issue(1):121-128,8.

非对称损失函数下Burr XII型分布可靠性指标的Bayes估计

BAYES ESTIMATION OF P(Y < X) OF THE BURR-TYPE XIIMODEL UNDER ASYMMETRIC LOSS FUNCTION

史建红 1关丽娜1

作者信息

  • 1. 山西师范大学数学与计算机科学学院,山西临汾041004
  • 折叠

摘要

Abstract

Suppose Χ and Y are two independent but not identically distributed Burr-type XD random variables. The problem of Bayes estimation of P(Y < X) is considered under two asymmetric loss functions. Explicit approximation of the Bayes estimators are also derived based on Lindley's approximation method. A simulation study is conducted to investigate and compare the performance of the Bayes estimators obtained under different loss functions.

关键词

Burr XII型分布/Bayes估计/LINEX损失函数/GE损失函数/Lindley近似算法

Key words

Burr-type XD model/ Bayes estimation/ LINEX loss function/ GE loss function/ Lindley's approximation method

分类

数理科学

引用本文复制引用

史建红,关丽娜..非对称损失函数下Burr XII型分布可靠性指标的Bayes估计[J].数学杂志,2012,32(1):121-128,8.

基金项目

山西省青年科技研究基金资助(2008021007) (2008021007)

山西师范大学自然科学基金资助(YZ06001). (YZ06001)

数学杂志

OA北大核心CSCDCSTPCD

0255-7797

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